+87.8%
DT vs PHM
+334.6%
-246.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +3.1% | -4.1% | +7.3% | +4.6% |
| 30D | -29.5% | +16.1% | -45.7% | -33.5% |
| 3M | -11.7% | -2.5% | -9.2% | -11.4% |
| 6M | +29.0% | +12.9% | +16.1% | +21.7% |
| YTD | +3.4% | +9.0% | -5.6% | -3.1% |
| 1Y | -4.2% | +8.2% | -12.4% | -10.2% |
| 3Y | -12.8% | +58.4% | -71.3% | -35.1% |
| 5Y | -39.6% | +159.2% | -198.8% | -65.6% |
| All | +87.8% | +334.6% | -246.8% | -33.1% |
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