+142.5%
PH vs DT
+8.9%
+133.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -3.1% | -3.3% | +0.2% | -2.6% |
| 30D | -3.2% | +2.0% | -5.3% | -3.7% |
| 3M | +10.6% | +20.0% | -9.4% | +6.9% |
| 6M | -2.1% | +39.3% | -41.4% | -9.3% |
| YTD | +10.2% | +19.8% | -9.6% | +6.7% |
| 1Y | +28.2% | +4.3% | +23.9% | +29.9% |
| All | +142.5% | +8.9% | +133.6% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling