+851.5%
DE vs PHM
+568.1%
+283.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -2.6% | -5.0% | +2.4% | -1.0% |
| 30D | +9.0% | -8.4% | +17.5% | +11.9% |
| 3M | +19.1% | -4.4% | +23.6% | +20.4% |
| 6M | +14.4% | -3.7% | +18.1% | +15.0% |
| YTD | +45.9% | +1.3% | +44.7% | +44.0% |
| 1Y | +43.6% | -14.0% | +57.6% | +48.9% |
| 3Y | +75.9% | +48.1% | +27.8% | +48.6% |
| 5Y | +98.8% | +158.8% | -60.0% | +34.1% |
| All | +851.5% | +568.1% | +283.4% | +361.3% |
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 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