-26.7%
DT vs PHM
+149.8%
-176.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.3% |
| 7D | -2.5% | -6.4% | +3.8% | -0.6% |
| 30D | +3.5% | -12.1% | +15.6% | +7.5% |
| 3M | +26.7% | -1.5% | +28.3% | +26.6% |
| 6M | +36.1% | -6.0% | +42.2% | +37.0% |
| YTD | +18.6% | -0.3% | +18.9% | +15.7% |
| 1Y | +7.9% | -13.3% | +21.2% | +10.4% |
| 3Y | +8.6% | +47.6% | -39.0% | -18.8% |
| 5Y | -26.7% | +154.7% | -181.4% | -61.9% |
| All | -26.7% | +149.8% | -176.5% | -61.9% |
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