+591.6%
DG vs PHM
+1,431.7%
-840.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +0.3% | -4.1% | +4.4% | +1.0% |
| 30D | +3.2% | +16.1% | -12.9% | +0.6% |
| 3M | +10.4% | -2.5% | +12.9% | +10.9% |
| 6M | +33.2% | +12.9% | +20.3% | +30.3% |
| YTD | +3.0% | +9.0% | -6.0% | +1.2% |
| 1Y | +31.2% | +8.2% | +23.1% | +29.0% |
| 3Y | +21.8% | +58.4% | -36.6% | +10.5% |
| 5Y | -35.0% | +159.2% | -194.2% | -46.9% |
| 10Y | +106.0% | +676.9% | -570.8% | +36.4% |
| All | +591.6% | +1,431.7% | -840.1% | +313.3% |
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