+128.1%
DAL vs PHM
+746.3%
-618.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | +4.0% |
| 7D | +10.0% | +3.5% | +6.5% | +8.2% |
| 30D | +12.0% | +21.2% | -9.2% | +1.7% |
| 3M | +0.8% | +2.5% | -1.7% | -0.7% |
| 6M | +26.2% | +16.1% | +10.1% | +16.9% |
| YTD | +33.7% | +16.6% | +17.1% | +22.8% |
| 1Y | +57.6% | +14.4% | +43.1% | +46.1% |
| 3Y | +183.5% | +71.9% | +111.6% | +107.1% |
| 5Y | +114.2% | +174.3% | -60.2% | +18.6% |
| 10Y | +128.1% | +744.0% | -615.9% | -31.9% |
| All | +128.1% | +746.3% | -618.2% | -31.9% |
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