+59.9%
DDOG vs PHM
+152.6%
-92.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.9% | +8.1% | +7.5% |
| 7D | +7.7% | -3.9% | +11.5% | +9.3% |
| 30D | -13.6% | -8.6% | -5.1% | -10.8% |
| 3M | -0.9% | -2.9% | +2.0% | -0.6% |
| 6M | +75.2% | -5.7% | +80.9% | +75.9% |
| YTD | +65.7% | +1.9% | +63.8% | +58.0% |
| 1Y | +60.4% | -12.3% | +72.7% | +63.8% |
| 3Y | +130.7% | +50.8% | +79.9% | +51.5% |
| 5Y | +59.9% | +157.3% | -97.4% | -34.6% |
| All | +59.9% | +152.6% | -92.7% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling