-100.0%
DFNS vs PHM
+262.7%
-362.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.8% | +13.6% | +12.6% |
| 7D | -13.0% | -4.8% | -8.2% | -13.7% |
| 30D | -56.9% | +16.5% | -73.4% | -55.6% |
| 3M | -93.2% | -2.0% | -91.2% | -93.2% |
| 6M | -95.4% | +12.7% | -108.1% | -95.3% |
| YTD | -99.5% | +11.2% | -110.7% | -99.5% |
| 1Y | -99.6% | +7.7% | -107.4% | -99.6% |
| 3Y | -100.0% | +60.9% | -160.9% | -100.0% |
| 5Y | -100.0% | +167.7% | -267.7% | -100.0% |
| All | -100.0% | +262.7% | -362.6% | -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