+4,404.4%
DELL vs PHM
+568.1%
+3,836.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.4% | +11.4% |
| 7D | +8.2% | -5.0% | +13.2% | +10.2% |
| 30D | +17.1% | -8.4% | +25.5% | +20.8% |
| 3M | +45.2% | -4.4% | +49.6% | +46.2% |
| 6M | +286.8% | -3.7% | +290.5% | +287.7% |
| YTD | +354.8% | +1.3% | +353.5% | +346.7% |
| 1Y | +358.3% | -14.0% | +372.3% | +375.7% |
| 3Y | +724.9% | +48.1% | +676.8% | +578.5% |
| 5Y | +1,193.7% | +158.8% | +1,034.9% | +739.0% |
| All | +4,404.4% | +568.1% | +3,836.3% | +2,041.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling