-96.0%
DFNS vs PHM
+11.7%
-107.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -3.9% | +16.7% | +14.5% |
| 7D | -37.0% | +2.9% | -39.9% | -38.6% |
| 30D | -63.4% | +16.5% | -79.9% | -69.0% |
| 3M | -94.1% | +0.6% | -94.7% | -94.0% |
| All | -96.0% | +11.7% | -107.6% | -96.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling