+2.3%
DLTR vs PHM
+47.0%
-44.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.9% |
| 7D | -9.4% | -6.4% | -3.1% | -7.4% |
| 30D | -7.3% | -12.1% | +4.8% | -3.3% |
| 3M | +7.6% | -1.5% | +9.1% | +8.0% |
| 6M | +1.6% | -6.0% | +7.6% | +3.3% |
| YTD | -3.5% | -0.3% | -3.2% | -3.7% |
| 1Y | +20.0% | -13.3% | +33.4% | +24.3% |
| All | +2.3% | +47.0% | -44.7% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling