+3,455.1%
DLR vs PHM
+462.0%
+2,993.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.3% | -4.1% | +7.5% | +4.6% |
| 30D | +4.6% | +16.1% | -11.6% | -0.5% |
| 3M | -8.3% | -2.5% | -5.8% | -8.1% |
| 6M | -5.6% | +12.9% | -18.5% | -10.0% |
| YTD | +18.7% | +9.0% | +9.7% | +13.8% |
| 1Y | +17.1% | +8.2% | +8.9% | +12.3% |
| 3Y | +54.4% | +58.4% | -4.1% | +27.6% |
| 5Y | +36.5% | +159.2% | -122.7% | -5.6% |
| 10Y | +187.7% | +676.9% | -489.1% | +27.7% |
| All | +3,455.1% | +462.0% | +2,993.1% | +1,003.0% |
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