+143.3%
DELL vs PHM
+16.2%
+127.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +7.2% | -16.0% | -9.6% |
| 7D | -24.6% | +13.6% | -38.2% | -26.3% |
| 30D | -32.5% | +19.3% | -51.8% | -34.9% |
| 3M | -20.2% | +3.5% | -23.7% | -19.9% |
| 6M | +76.5% | +18.6% | +57.9% | +65.6% |
| YTD | +198.9% | +16.7% | +182.2% | +181.3% |
| 1Y | +143.3% | +14.6% | +128.7% | +127.0% |
| All | +143.3% | +16.2% | +127.1% | +127.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling