+138.9%
DPZ vs PHM
+669.9%
-530.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.8% |
| 7D | -2.5% | -6.1% | +3.6% | -1.2% |
| 30D | +12.5% | +13.7% | -1.2% | +9.5% |
| 3M | -5.2% | -1.5% | -3.7% | -5.0% |
| 6M | +8.8% | +11.3% | -2.5% | +6.1% |
| YTD | -18.7% | +8.9% | -27.6% | -20.6% |
| 1Y | -15.7% | +6.1% | -21.8% | -17.3% |
| 3Y | -7.5% | +57.7% | -65.2% | -17.3% |
| 5Y | -30.1% | +159.0% | -189.0% | -44.1% |
| All | +138.9% | +669.9% | -530.9% | +56.6% |
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