+126.4%
DAL vs PHM
+540.0%
-413.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | +0.2% |
| 7D | +3.4% | -2.5% | +5.9% | +4.7% |
| 30D | -13.6% | -9.7% | -3.9% | -9.2% |
| 3M | +1.2% | +2.2% | -1.0% | -0.1% |
| 6M | +34.5% | -5.7% | +40.2% | +38.0% |
| YTD | +14.7% | +2.8% | +11.8% | +12.3% |
| 1Y | +29.2% | -14.4% | +43.7% | +38.0% |
| 3Y | +100.0% | +52.2% | +47.8% | +55.1% |
| 5Y | +106.3% | +154.3% | -47.9% | +18.8% |
| 10Y | +126.4% | +545.9% | -419.5% | -21.5% |
| All | +126.4% | +540.0% | -413.6% | -21.5% |
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