-100.0%
DFNS vs PHM
+180.8%
-280.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.5% | -2.4% |
| 7D | -42.8% | +3.5% | -46.3% | -42.1% |
| 30D | -67.6% | +21.2% | -88.7% | -66.1% |
| 3M | -94.9% | +2.5% | -97.3% | -94.8% |
| 6M | -96.7% | +16.1% | -112.8% | -96.6% |
| YTD | -99.6% | +16.6% | -116.2% | -99.6% |
| 1Y | -99.7% | +14.4% | -114.2% | -99.7% |
| 3Y | -100.0% | +71.9% | -171.9% | -100.0% |
| 5Y | -100.0% | +174.3% | -274.3% | -100.0% |
| All | -100.0% | +180.8% | -280.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling