+388.0%
DELL vs PHM
+59.3%
+328.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.1% | -7.3% | -7.2% |
| 7D | +4.9% | -4.1% | +9.0% | +6.0% |
| 30D | -32.1% | +16.1% | -48.2% | -35.5% |
| 3M | -30.2% | -2.5% | -27.7% | -30.1% |
| 6M | +41.7% | +12.9% | +28.8% | +33.8% |
| YTD | +176.6% | +9.0% | +167.6% | +164.1% |
| 1Y | +159.9% | +8.2% | +151.8% | +148.5% |
| 3Y | +388.0% | +58.4% | +329.5% | +324.0% |
| All | +388.0% | +59.3% | +328.7% | +324.0% |
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 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