-98.3%
DFNS vs PHM
-14.7%
-83.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -3.8% |
| 7D | +4.6% | -3.9% | +8.5% | +8.3% |
| 30D | -73.9% | -8.6% | -65.3% | -71.8% |
| 3M | -71.7% | -2.9% | -68.8% | -70.2% |
| 6M | -94.6% | -5.7% | -88.9% | -94.2% |
| YTD | -98.1% | +1.9% | -99.9% | -98.2% |
| 1Y | -98.3% | -12.3% | -86.0% | -98.1% |
| All | -98.3% | -14.7% | -83.7% | -98.1% |
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