-99.9%
DFNS vs PHM
+232.4%
-332.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.8% |
| 7D | +4.6% | -3.9% | +8.5% | +4.0% |
| 30D | -73.9% | -8.6% | -65.3% | -74.2% |
| 3M | -71.7% | -2.9% | -68.8% | -71.9% |
| 6M | -94.6% | -5.7% | -88.9% | -94.7% |
| YTD | -98.1% | +1.9% | -99.9% | -98.1% |
| 1Y | -98.3% | -12.3% | -86.0% | -98.4% |
| 3Y | -99.9% | +50.8% | -150.6% | -99.9% |
| 5Y | -99.9% | +157.3% | -257.2% | -99.9% |
| All | -99.9% | +232.4% | -332.2% | -99.9% |
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