+24.3%
DECK vs PHM
+185.6%
-161.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | +6.0% | +8.7% | -2.7% | +1.4% |
| 30D | +7.4% | +16.4% | -9.0% | -1.3% |
| 3M | -11.7% | +1.8% | -13.5% | -12.9% |
| 6M | -11.0% | +15.1% | -26.0% | -17.9% |
| YTD | -15.4% | +16.0% | -31.4% | -23.0% |
| 1Y | +7.2% | +14.1% | -6.9% | -1.8% |
| 3Y | -11.8% | +65.9% | -77.7% | -36.5% |
| 5Y | +24.3% | +180.9% | -156.5% | -39.1% |
| All | +24.3% | +185.6% | -161.3% | -39.1% |
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 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