-38.5%
DG vs PHM
+152.6%
-191.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -2.4% |
| 7D | -4.8% | -3.9% | -1.0% | -4.0% |
| 30D | +1.8% | -8.6% | +10.3% | +3.7% |
| 3M | +14.5% | -2.9% | +17.4% | +15.0% |
| 6M | -13.6% | -5.7% | -7.8% | -12.7% |
| YTD | -4.8% | +1.9% | -6.7% | -5.5% |
| 1Y | +21.6% | -12.3% | +33.9% | +24.1% |
| 3Y | +4.5% | +50.8% | -46.3% | -7.8% |
| 5Y | -38.5% | +157.3% | -195.8% | -55.1% |
| All | -38.5% | +152.6% | -191.0% | -55.1% |
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