+390.4%
DDOG vs PHM
+289.6%
+100.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +2.9% | -4.1% | +7.0% | +4.2% |
| 30D | -31.6% | +16.1% | -47.8% | -35.8% |
| 3M | -27.0% | -2.5% | -24.5% | -27.4% |
| 6M | -10.3% | +12.9% | -23.2% | -15.9% |
| YTD | +35.4% | +9.0% | +26.4% | +26.0% |
| 1Y | -1.0% | +8.2% | -9.1% | -7.9% |
| 3Y | +76.7% | +58.4% | +18.2% | +32.4% |
| 5Y | -4.6% | +159.2% | -163.8% | -43.8% |
| All | +390.4% | +289.6% | +100.9% | +182.0% |
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 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