+99.4%
DE vs PHM
+149.8%
-50.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.7% |
| 7D | -2.4% | -6.4% | +4.0% | -0.6% |
| 30D | +9.7% | -12.1% | +21.8% | +13.4% |
| 3M | +21.4% | -1.5% | +22.9% | +21.4% |
| 6M | +15.0% | -6.0% | +21.0% | +16.3% |
| YTD | +46.4% | -0.3% | +46.7% | +45.5% |
| 1Y | +45.6% | -13.3% | +59.0% | +49.8% |
| 3Y | +76.8% | +47.6% | +29.2% | +55.6% |
| 5Y | +99.4% | +154.7% | -55.3% | +45.7% |
| All | +99.4% | +149.8% | -50.4% | +45.7% |
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