+636.7%
DELL vs PHM
+47.0%
+589.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -4.7% |
| 7D | -1.9% | -6.4% | +4.5% | +0.1% |
| 30D | +14.9% | -12.1% | +27.0% | +19.3% |
| 3M | +37.2% | -1.5% | +38.8% | +36.3% |
| 6M | +254.0% | -6.0% | +260.0% | +256.2% |
| YTD | +306.1% | -0.3% | +306.4% | +300.6% |
| 1Y | +312.3% | -13.3% | +325.6% | +323.6% |
| All | +636.7% | +47.0% | +589.7% | +520.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling