+4,681.2%
DELL vs PHM
+555.6%
+4,125.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +14.9% | -3.2% | +18.1% | +16.3% |
| 30D | +13.3% | -6.4% | +19.7% | +15.8% |
| 3M | +24.4% | +5.5% | +18.9% | +20.7% |
| 6M | +258.0% | -5.4% | +263.5% | +261.2% |
| YTD | +320.2% | +6.6% | +313.6% | +305.2% |
| 1Y | +319.1% | -8.8% | +327.9% | +325.7% |
| 3Y | +706.5% | +54.1% | +652.4% | +553.2% |
| 5Y | +1,071.9% | +144.5% | +927.4% | +673.8% |
| 10Y | +4,683.5% | +569.4% | +4,114.0% | +2,181.6% |
| All | +4,681.2% | +555.6% | +4,125.6% | +2,193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling