+351.3%
DAL vs PHM
+453.1%
-101.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +0.1% | -3.2% | +3.3% | +1.7% |
| 30D | -13.9% | -6.4% | -7.5% | -11.2% |
| 3M | +1.1% | +5.5% | -4.4% | -1.7% |
| 6M | +26.2% | -5.4% | +31.7% | +29.5% |
| YTD | +16.4% | +6.6% | +9.8% | +12.2% |
| 1Y | +33.9% | -8.8% | +42.7% | +38.5% |
| 3Y | +93.4% | +54.1% | +39.3% | +50.5% |
| 5Y | +106.4% | +144.5% | -38.1% | +24.1% |
| 10Y | +143.0% | +569.4% | -426.5% | -17.5% |
| All | +351.3% | +453.1% | -101.8% | -3.5% |
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 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