+7,078.7%
DECK vs PHM
+3,522.4%
+3,556.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +6.0% | +8.7% | -2.7% | +3.2% |
| 30D | +7.4% | +16.4% | -9.0% | +2.1% |
| 3M | -11.7% | +1.8% | -13.5% | -12.3% |
| 6M | -11.0% | +15.1% | -26.0% | -15.1% |
| YTD | -15.4% | +16.0% | -31.4% | -19.8% |
| 1Y | +7.2% | +14.1% | -6.9% | +2.2% |
| 3Y | -11.8% | +65.9% | -77.7% | -26.2% |
| 5Y | +24.3% | +180.9% | -156.5% | -12.8% |
| 10Y | +907.5% | +730.3% | +177.3% | +397.1% |
| All | +7,078.7% | +3,522.4% | +3,556.3% | +1,917.4% |
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