+7,190.8%
DECK vs PHM
+3,544.4%
+3,646.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +7.2% | -1.2% | +3.6% |
| 7D | +10.4% | +13.6% | -3.2% | +5.9% |
| 30D | +11.1% | +19.3% | -8.2% | +4.7% |
| 3M | -10.8% | +3.5% | -14.3% | -11.9% |
| 6M | -8.7% | +18.6% | -27.3% | -13.8% |
| YTD | -14.0% | +16.7% | -30.7% | -18.7% |
| 1Y | +12.0% | +14.6% | -2.6% | +6.6% |
| 3Y | -10.5% | +66.9% | -77.4% | -25.2% |
| 5Y | +28.5% | +190.4% | -161.9% | -10.8% |
| 10Y | +923.3% | +735.3% | +188.0% | +403.8% |
| All | +7,190.8% | +3,544.4% | +3,646.4% | +1,944.7% |
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