-25.8%
DPZ vs PHM
+185.6%
-211.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +9.5% | +8.7% | +0.8% | +6.8% |
| 30D | +12.8% | +16.4% | -3.6% | +7.7% |
| 3M | -6.2% | +1.8% | -8.1% | -7.0% |
| 6M | +4.3% | +15.1% | -10.8% | -0.4% |
| YTD | -16.6% | +16.0% | -32.6% | -21.0% |
| 1Y | -12.8% | +14.1% | -26.9% | -17.1% |
| 3Y | -0.8% | +65.9% | -66.7% | -19.1% |
| 5Y | -25.8% | +180.9% | -206.7% | -51.1% |
| All | -25.8% | +185.6% | -211.4% | -51.1% |
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