-12.8%
DECK vs PHM
+68.7%
-81.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +7.2% | -1.2% | +2.3% |
| 7D | +10.4% | +13.6% | -3.2% | +3.3% |
| 30D | +11.1% | +19.3% | -8.2% | +1.1% |
| 3M | -10.8% | +3.5% | -14.3% | -12.6% |
| 6M | -8.7% | +18.6% | -27.3% | -16.8% |
| YTD | -14.0% | +16.7% | -30.7% | -21.8% |
| 1Y | +12.0% | +14.6% | -2.6% | +2.7% |
| All | -12.8% | +68.7% | -81.4% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling