+23,761.0%
PH vs DTE
+3,490.8%
+20,270.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -3.1% | +0.2% | -3.2% | -3.1% |
| 30D | -3.2% | -2.6% | -0.7% | -1.9% |
| 3M | +10.6% | -3.9% | +14.5% | +12.7% |
| 6M | -2.1% | -7.9% | +5.8% | +1.7% |
| YTD | +10.2% | +7.2% | +3.0% | +5.5% |
| 1Y | +28.2% | +3.1% | +25.1% | +25.1% |
| 3Y | +134.9% | +47.6% | +87.3% | +85.5% |
| 5Y | +253.6% | +32.7% | +220.9% | +192.0% |
| 10Y | +804.7% | +138.8% | +666.0% | +439.9% |
| All | +23,761.0% | +3,490.8% | +20,270.2% | +4,572.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling