+26.1%
DECK vs PHM
+145.9%
-119.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | -2.2% | -3.2% | +1.0% | -0.5% |
| 30D | -13.6% | -6.4% | -7.2% | -10.5% |
| 3M | -21.2% | +5.5% | -26.7% | -23.7% |
| 6M | -21.1% | -5.4% | -15.6% | -19.0% |
| YTD | -17.2% | +6.6% | -23.8% | -20.9% |
| 1Y | -30.7% | -8.8% | -21.9% | -28.3% |
| 3Y | -3.4% | +54.1% | -57.5% | -27.3% |
| All | +26.1% | +145.9% | -119.9% | -34.5% |
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