+137.1%
PH vs DTE
+45.3%
+91.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | -3.1% | -2.0% | -1.1% | -2.6% |
| 30D | -11.8% | -2.4% | -9.4% | -11.2% |
| 3M | +6.9% | -7.3% | +14.2% | +9.1% |
| 6M | -1.3% | -7.6% | +6.4% | +0.7% |
| YTD | +7.0% | +5.8% | +1.1% | +4.7% |
| 1Y | +23.1% | +2.3% | +20.8% | +21.6% |
| All | +137.1% | +45.3% | +91.8% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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