+3,595.6%
DLR vs PHM
+449.5%
+3,146.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.6% | -3.2% | +4.8% | +2.6% |
| 30D | -3.4% | -6.4% | +3.1% | -1.5% |
| 3M | +0.5% | +5.5% | -5.0% | -1.7% |
| 6M | +4.6% | -5.4% | +10.0% | +5.6% |
| YTD | +23.4% | +6.6% | +16.8% | +19.7% |
| 1Y | +19.0% | -8.8% | +27.9% | +20.6% |
| 3Y | +56.5% | +54.1% | +2.4% | +31.0% |
| 5Y | +33.3% | +144.5% | -111.1% | -5.9% |
| 10Y | +165.1% | +569.4% | -404.3% | +23.8% |
| All | +3,595.6% | +449.5% | +3,146.2% | +1,059.9% |
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 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