-28.9%
DPZ vs PHM
+158.6%
-187.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.5% | +2.5% |
| 7D | +2.2% | -4.1% | +6.4% | +3.5% |
| 30D | +15.5% | +16.1% | -0.7% | +10.4% |
| 3M | -2.0% | -2.5% | +0.5% | -1.5% |
| 6M | +12.1% | +12.9% | -0.8% | +7.8% |
| YTD | -16.6% | +9.0% | -25.6% | -19.5% |
| 1Y | -14.6% | +8.2% | -22.7% | -17.5% |
| 3Y | -4.1% | +58.4% | -62.6% | -20.9% |
| All | -28.9% | +158.6% | -187.5% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling