+253.6%
PH vs DT
-27.0%
+280.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | -3.1% | -3.3% | +0.2% | -2.4% |
| 30D | -3.2% | +2.0% | -5.3% | -3.9% |
| 3M | +10.6% | +20.0% | -9.4% | +5.7% |
| 6M | -2.1% | +39.3% | -41.4% | -10.9% |
| YTD | +10.2% | +19.8% | -9.6% | +4.0% |
| 1Y | +28.2% | +4.3% | +23.9% | +25.3% |
| 3Y | +134.9% | +7.7% | +127.2% | +124.6% |
| All | +253.6% | -27.0% | +280.6% | +251.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling