+1,055.3%
DELL vs PHM
+149.8%
+905.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -4.6% |
| 7D | -1.9% | -6.4% | +4.5% | +0.5% |
| 30D | +14.9% | -12.1% | +27.0% | +20.2% |
| 3M | +37.2% | -1.5% | +38.8% | +36.4% |
| 6M | +254.0% | -6.0% | +260.0% | +257.3% |
| YTD | +306.1% | -0.3% | +306.4% | +300.0% |
| 1Y | +312.3% | -13.3% | +325.6% | +326.5% |
| 3Y | +654.0% | +47.6% | +606.5% | +500.0% |
| 5Y | +1,055.3% | +154.7% | +900.6% | +586.0% |
| All | +1,055.3% | +149.8% | +905.5% | +586.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling