-99.6%
DFNS vs PHM
+16.2%
-115.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +7.2% | -25.5% | -22.3% |
| 7D | -27.7% | +13.6% | -41.2% | -34.7% |
| 30D | -58.0% | +19.3% | -77.3% | -63.9% |
| 3M | -94.0% | +3.5% | -97.5% | -94.2% |
| 6M | -94.6% | +18.6% | -113.2% | -95.1% |
| YTD | -99.4% | +16.7% | -116.1% | -99.5% |
| 1Y | -99.6% | +14.6% | -114.3% | -99.7% |
| All | -99.6% | +16.2% | -115.8% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling