-6.3%
DDOG vs PHM
+168.7%
-174.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.7% |
| 7D | -19.1% | +2.9% | -22.0% | -20.4% |
| 30D | -39.2% | +16.5% | -55.6% | -43.3% |
| 3M | -31.6% | +0.6% | -32.2% | -32.7% |
| 6M | -10.9% | +11.6% | -22.5% | -16.7% |
| YTD | +31.2% | +12.1% | +19.1% | +19.1% |
| 1Y | -10.7% | +9.6% | -20.3% | -18.4% |
| 3Y | +72.1% | +62.3% | +9.8% | +8.9% |
| All | -6.3% | +168.7% | -174.9% | -65.3% |
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