+105.0%
DAL vs PHM
+669.9%
-564.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.0% | -3.2% | -4.2% |
| 7D | +1.4% | -6.1% | +7.5% | +4.6% |
| 30D | +9.1% | +13.7% | -4.7% | +2.2% |
| 3M | -3.5% | -1.5% | -2.0% | -3.0% |
| 6M | +23.4% | +11.3% | +12.1% | +16.8% |
| YTD | +26.0% | +8.9% | +17.1% | +19.8% |
| 1Y | +44.6% | +6.1% | +38.5% | +39.2% |
| 3Y | +162.7% | +57.7% | +105.0% | +100.3% |
| 5Y | +113.0% | +159.0% | -46.0% | +21.4% |
| All | +105.0% | +669.9% | -564.9% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling