+76.7%
DDOG vs PHM
+59.3%
+17.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +2.9% | -4.1% | +7.0% | +2.9% |
| 30D | -31.6% | +16.1% | -47.8% | -32.3% |
| 3M | -27.0% | -2.5% | -24.5% | -26.8% |
| 6M | -10.3% | +12.9% | -23.2% | -11.2% |
| YTD | +35.4% | +9.0% | +26.4% | +33.1% |
| 1Y | -1.0% | +8.2% | -9.1% | -2.7% |
| 3Y | +76.7% | +58.4% | +18.2% | +40.9% |
| All | +76.7% | +59.3% | +17.4% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling