+4.3%
DT vs PHM
+50.2%
-45.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.7% |
| 7D | -0.5% | -3.9% | +3.3% | -0.1% |
| 30D | +0.1% | -8.6% | +8.6% | +0.9% |
| 3M | +24.1% | -2.9% | +27.0% | +24.4% |
| 6M | +30.1% | -5.7% | +35.8% | +30.6% |
| YTD | +16.8% | +1.9% | +14.9% | +15.2% |
| 1Y | -0.1% | -12.3% | +12.2% | +1.0% |
| All | +4.3% | +50.2% | -45.8% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling