+19.8%
DDOG vs PHM
+16.2%
+3.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +7.2% | -21.6% | -11.8% |
| 7D | -32.2% | +13.6% | -45.8% | -28.9% |
| 30D | -31.7% | +19.3% | -51.0% | -27.4% |
| 3M | -34.5% | +3.5% | -38.0% | -32.5% |
| 6M | +28.7% | +18.6% | +10.1% | +38.8% |
| YTD | +38.8% | +16.7% | +22.1% | +50.8% |
| 1Y | +19.8% | +14.6% | +5.2% | +31.0% |
| All | +19.8% | +16.2% | +3.6% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling