+5,666.8%
DPZ vs PHM
+553.9%
+5,112.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.4% |
| 3M | -6.2% | +1.8% | -8.1% | -6.8% |
| 6M | +4.3% | +15.1% | -10.8% | +0.1% |
| YTD | -16.6% | +16.0% | -32.6% | -20.4% |
| 1Y | -12.8% | +14.1% | -26.9% | -16.6% |
| 3Y | -0.8% | +65.9% | -66.7% | -15.8% |
| 5Y | -25.8% | +180.9% | -206.7% | -46.2% |
| 10Y | +130.9% | +730.3% | -599.4% | +13.4% |
| All | +5,666.8% | +553.9% | +5,112.9% | +2,125.5% |
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