+10,513.3%
DLTR vs PHM
+5,326.2%
+5,187.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.5% | -2.1% | -4.7% |
| 7D | -5.8% | -2.5% | -3.3% | -5.2% |
| 30D | -5.2% | -9.7% | +4.4% | -2.9% |
| 3M | +15.2% | +2.2% | +13.0% | +14.5% |
| 6M | +7.1% | -5.7% | +12.8% | +8.5% |
| YTD | +0.8% | +2.8% | -2.0% | -0.2% |
| 1Y | +24.8% | -14.4% | +39.2% | +29.1% |
| 3Y | +6.9% | +52.2% | -45.3% | -5.6% |
| 5Y | +33.2% | +154.3% | -121.0% | +1.9% |
| 10Y | +51.6% | +545.9% | -494.3% | -12.4% |
| All | +10,513.3% | +5,326.2% | +5,187.1% | +2,393.8% |
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 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