-99.9%
DFNS vs PHM
+247.8%
-347.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -16.0% | -3.2% | -12.8% | -16.5% |
| 30D | -77.7% | -6.4% | -71.3% | -77.9% |
| 3M | -77.2% | +5.5% | -82.7% | -76.9% |
| 6M | -95.2% | -5.4% | -89.7% | -95.3% |
| YTD | -98.0% | +6.6% | -104.6% | -97.9% |
| 1Y | -98.3% | -8.8% | -89.4% | -98.3% |
| 3Y | -99.9% | +54.1% | -154.0% | -99.9% |
| 5Y | -99.9% | +144.5% | -244.3% | -99.9% |
| All | -99.9% | +247.8% | -347.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling