+13.0%
DLR vs PHM
+16.2%
-3.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.2% | -4.6% | +1.3% |
| 7D | +2.8% | +13.6% | -10.7% | +0.3% |
| 30D | +2.8% | +19.3% | -16.5% | -0.8% |
| 3M | -4.0% | +3.5% | -7.5% | -4.7% |
| 6M | -5.6% | +18.6% | -24.2% | -9.5% |
| YTD | +21.9% | +16.7% | +5.2% | +17.2% |
| 1Y | +13.0% | +14.6% | -1.6% | +8.3% |
| All | +13.0% | +16.2% | -3.2% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling