+556.0%
DG vs PHM
+1,344.9%
-788.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.5% | -3.4% |
| 7D | -2.5% | -2.5% | 0.0% | -2.0% |
| 30D | +1.0% | -9.7% | +10.7% | +2.8% |
| 3M | +20.3% | +2.2% | +18.1% | +19.7% |
| 6M | -11.7% | -5.7% | -6.1% | -11.0% |
| YTD | -2.3% | +2.8% | -5.2% | -3.1% |
| 1Y | +20.0% | -14.4% | +34.4% | +22.6% |
| 3Y | +7.2% | +52.2% | -45.0% | -2.2% |
| 5Y | -37.9% | +154.3% | -192.2% | -49.1% |
| 10Y | +107.3% | +545.9% | -438.6% | +41.1% |
| All | +556.0% | +1,344.9% | -788.9% | +295.9% |
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 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