+132.9%
PH vs DT
-9.2%
+142.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +2.9% |
| 7D | +2.0% | -24.7% | +26.7% | +5.3% |
| 30D | -3.7% | -27.4% | +23.7% | -0.1% |
| 3M | -14.0% | -11.1% | -2.9% | -13.3% |
| 6M | +2.1% | +13.7% | -11.6% | -2.1% |
| YTD | +5.1% | +0.2% | +4.8% | +4.0% |
| 1Y | +10.9% | -5.7% | +16.6% | +12.1% |
| 3Y | +132.9% | -8.1% | +141.1% | +133.5% |
| All | +132.9% | -9.2% | +142.2% | +133.5% |
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