+392.2%
DAL vs PHM
+490.1%
-97.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +3.1% |
| 7D | +8.8% | +6.2% | +2.6% | +5.7% |
| 30D | +5.4% | +17.9% | -12.6% | -2.8% |
| 3M | -4.9% | +2.5% | -7.4% | -6.3% |
| 6M | +19.8% | +10.8% | +9.1% | +13.8% |
| YTD | +27.0% | +13.7% | +13.3% | +18.4% |
| 1Y | +52.5% | +12.4% | +40.1% | +42.9% |
| 3Y | +173.8% | +65.6% | +108.2% | +106.2% |
| 5Y | +104.5% | +175.3% | -70.8% | +16.2% |
| 10Y | +129.7% | +713.9% | -584.2% | -29.0% |
| All | +392.2% | +490.1% | -97.9% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling