+14,337.8%
DE vs PHM
+11,050.0%
+3,287.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.0% |
| 7D | +0.7% | -2.5% | +3.2% | +1.3% |
| 30D | +9.6% | -9.7% | +19.3% | +12.4% |
| 3M | +19.0% | +2.2% | +16.8% | +17.9% |
| 6M | +16.1% | -5.7% | +21.7% | +17.3% |
| YTD | +47.0% | +2.8% | +44.2% | +45.1% |
| 1Y | +43.1% | -14.4% | +57.6% | +47.6% |
| 3Y | +77.5% | +52.2% | +25.3% | +55.4% |
| 5Y | +96.4% | +154.3% | -57.9% | +47.0% |
| 10Y | +852.9% | +545.9% | +307.0% | +440.7% |
| All | +14,337.8% | +11,050.0% | +3,287.8% | +3,316.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling