+250.3%
PH vs DTE
+31.2%
+219.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -3.1% | -2.0% | -1.1% | -2.4% |
| 30D | -11.8% | -2.4% | -9.4% | -11.0% |
| 3M | +6.9% | -7.3% | +14.2% | +9.8% |
| 6M | -1.3% | -7.6% | +6.4% | +1.3% |
| YTD | +7.0% | +5.8% | +1.1% | +4.1% |
| 1Y | +23.1% | +2.3% | +20.8% | +21.2% |
| 3Y | +135.4% | +45.0% | +90.4% | +98.7% |
| 5Y | +250.3% | +33.2% | +217.1% | +209.6% |
| All | +250.3% | +31.2% | +219.1% | +209.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling