-2.5%
DPZ vs PHM
+67.6%
-70.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +9.5% | +8.7% | +0.8% | +7.1% |
| 30D | +12.8% | +16.4% | -3.6% | +8.3% |
| 3M | -6.2% | +1.8% | -8.1% | -7.0% |
| 6M | +4.3% | +15.1% | -10.8% | +0.2% |
| YTD | -16.6% | +16.0% | -32.6% | -20.4% |
| 1Y | -12.8% | +14.1% | -26.9% | -16.5% |
| All | -2.5% | +67.6% | -70.2% | -17.7% |
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 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