+196.8%
DKS vs PHM
+568.1%
-371.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.5% |
| 7D | -3.0% | -5.0% | +2.0% | -0.2% |
| 30D | -33.4% | -8.4% | -24.9% | -30.2% |
| 3M | -39.4% | -4.4% | -34.9% | -38.3% |
| 6M | -30.1% | -3.7% | -26.4% | -29.5% |
| YTD | -31.0% | +1.3% | -32.2% | -32.7% |
| 1Y | -40.2% | -14.0% | -26.1% | -36.2% |
| 3Y | +30.9% | +48.1% | -17.2% | -1.3% |
| 5Y | +14.0% | +158.8% | -144.8% | -39.8% |
| All | +196.8% | +568.1% | -371.3% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling