+114.1%
DT vs PHM
+303.8%
-189.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.3% |
| 7D | -1.6% | -5.0% | +3.4% | +0.2% |
| 30D | +3.0% | -8.4% | +11.5% | +6.3% |
| 3M | +26.5% | -4.4% | +30.9% | +27.9% |
| 6M | +35.9% | -3.7% | +39.7% | +35.6% |
| YTD | +17.8% | +1.3% | +16.6% | +14.0% |
| 1Y | +4.1% | -14.0% | +18.1% | +7.1% |
| 3Y | +5.3% | +48.1% | -42.8% | -19.5% |
| 5Y | -27.2% | +158.8% | -185.9% | -58.6% |
| All | +114.1% | +303.8% | -189.7% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling