+115.3%
DDOG vs PHM
+52.3%
+63.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.3% | -0.9% |
| 7D | -6.1% | -2.5% | -3.6% | -5.8% |
| 30D | -10.1% | -9.7% | -0.5% | -9.3% |
| 3M | -9.3% | +2.2% | -11.5% | -9.6% |
| 6M | +67.2% | -5.7% | +72.9% | +67.9% |
| YTD | +54.6% | +2.8% | +51.8% | +51.9% |
| 1Y | +54.1% | -14.4% | +68.5% | +57.6% |
| 3Y | +115.3% | +52.2% | +63.1% | +72.6% |
| All | +115.3% | +52.3% | +63.0% | +72.6% |
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