-99.9%
DFNS vs PHM
+52.3%
-152.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -2.0% |
| 7D | +0.8% | -2.5% | +3.3% | -0.1% |
| 30D | -73.2% | -9.7% | -63.6% | -74.2% |
| 3M | -72.4% | +2.2% | -74.7% | -72.0% |
| 6M | -95.2% | -5.7% | -89.5% | -95.4% |
| YTD | -98.0% | +2.8% | -100.8% | -97.9% |
| 1Y | -98.3% | -14.4% | -83.8% | -98.5% |
| 3Y | -99.9% | +52.2% | -152.1% | -99.9% |
| All | -99.9% | +52.3% | -152.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling