+43.4%
DLTR vs PHM
+568.1%
-524.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | -10.1% | -5.0% | -5.1% | -8.7% |
| 30D | -8.1% | -8.4% | +0.3% | -5.7% |
| 3M | +2.9% | -4.4% | +7.3% | +4.1% |
| 6M | +4.3% | -3.7% | +8.1% | +5.3% |
| YTD | -3.9% | +1.3% | -5.2% | -4.7% |
| 1Y | +18.9% | -14.0% | +32.9% | +23.5% |
| 3Y | +1.9% | +48.1% | -46.2% | -11.8% |
| 5Y | +31.0% | +158.8% | -127.8% | -6.1% |
| All | +43.4% | +568.1% | -524.7% | -26.7% |
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