+19,380.1%
DINO vs PHM
+11,456.8%
+7,923.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +5.7% | -3.2% | +8.9% | +6.4% |
| 30D | +27.8% | -6.4% | +34.3% | +29.5% |
| 3M | +45.6% | +5.5% | +40.1% | +42.9% |
| 6M | +88.5% | -5.4% | +93.9% | +88.3% |
| YTD | +134.1% | +6.6% | +127.5% | +127.2% |
| 1Y | +111.1% | -8.8% | +120.0% | +111.4% |
| 3Y | +109.1% | +54.1% | +55.0% | +83.5% |
| 5Y | +307.2% | +144.5% | +162.7% | +214.7% |
| 10Y | +495.9% | +569.4% | -73.5% | +259.9% |
| All | +19,380.1% | +11,456.8% | +7,923.4% | +8,330.1% |
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 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