-100.0%
DFNS vs PHM
+255.7%
-355.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | -6.0% | -4.1% | -1.8% | -6.6% |
| 30D | -71.2% | +16.1% | -87.3% | -70.4% |
| 3M | -94.5% | -2.5% | -92.0% | -94.5% |
| 6M | -96.5% | +12.9% | -109.5% | -96.4% |
| YTD | -99.6% | +9.0% | -108.6% | -99.6% |
| 1Y | -99.7% | +8.2% | -107.9% | -99.7% |
| 3Y | -100.0% | +58.4% | -158.4% | -100.0% |
| 5Y | -100.0% | +159.2% | -259.2% | -100.0% |
| All | -100.0% | +255.7% | -355.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling