+5,622.1%
DPZ vs PHM
+500.8%
+5,121.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -2.5% | -3.2% | +0.6% | -1.7% |
| 30D | -7.0% | -6.4% | -0.5% | -5.4% |
| 3M | +11.6% | +5.5% | +6.1% | +9.8% |
| 6M | -15.2% | -5.4% | -9.7% | -14.3% |
| YTD | -17.2% | +6.6% | -23.8% | -19.2% |
| 1Y | -24.8% | -8.8% | -16.0% | -23.7% |
| 3Y | -8.7% | +54.1% | -62.8% | -20.9% |
| 5Y | -28.9% | +144.5% | -173.4% | -46.6% |
| 10Y | +153.6% | +569.4% | -415.8% | +32.2% |
| All | +5,622.1% | +500.8% | +5,121.3% | +2,160.2% |
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