+7.7%
DG vs PHM
+51.6%
-43.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.5% | -3.3% |
| 7D | -2.5% | -2.5% | 0.0% | -1.9% |
| 30D | +1.0% | -9.7% | +10.7% | +3.1% |
| 3M | +20.3% | +2.2% | +18.1% | +19.7% |
| 6M | -11.7% | -5.7% | -6.1% | -11.1% |
| YTD | -2.3% | +2.8% | -5.2% | -3.0% |
| 1Y | +20.0% | -14.4% | +34.4% | +22.4% |
| All | +7.7% | +51.6% | -43.9% | -7.7% |
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