+95.6%
DG vs PHM
+557.7%
-462.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -0.8% |
| 7D | -6.3% | -6.4% | +0.1% | -5.1% |
| 30D | +2.4% | -12.1% | +14.5% | +5.0% |
| 3M | +12.4% | -1.5% | +14.0% | +12.7% |
| 6M | -14.9% | -6.0% | -8.9% | -14.1% |
| YTD | -6.1% | -0.3% | -5.8% | -6.3% |
| 1Y | +17.9% | -13.3% | +31.2% | +20.5% |
| 3Y | +3.1% | +47.6% | -44.4% | -6.6% |
| 5Y | -38.7% | +154.7% | -193.4% | -51.4% |
| All | +95.6% | +557.7% | -462.0% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling