+177.2%
DLR vs PHM
+571.9%
-394.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +2.9% | -3.9% | +6.8% | +4.0% |
| 30D | -1.2% | -8.6% | +7.4% | +1.1% |
| 3M | +2.9% | -2.9% | +5.9% | +3.3% |
| 6M | +6.7% | -5.7% | +12.4% | +7.6% |
| YTD | +23.9% | +1.9% | +22.0% | +22.0% |
| 1Y | +18.6% | -12.3% | +31.0% | +21.3% |
| 3Y | +59.7% | +50.8% | +8.9% | +36.6% |
| 5Y | +42.1% | +157.3% | -115.2% | +2.2% |
| All | +177.2% | +571.9% | -394.7% | +48.8% |
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