+25.4%
DKS vs PHM
+158.6%
-133.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | +6.3% | -4.1% | +10.4% | +8.7% |
| 30D | +9.3% | +16.1% | -6.8% | +0.6% |
| 3M | -25.3% | -2.5% | -22.8% | -24.6% |
| 6M | -29.2% | +12.9% | -42.1% | -34.5% |
| YTD | -22.7% | +9.0% | -31.7% | -27.8% |
| 1Y | -30.1% | +8.2% | -38.3% | -34.5% |
| 3Y | +45.6% | +58.4% | -12.8% | +3.4% |
| All | +25.4% | +158.6% | -133.3% | -41.9% |
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 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