+118.6%
DVN vs PHM
+156.2%
-37.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | +4.5% | -5.0% | +9.5% | +5.7% |
| 30D | +12.0% | -8.4% | +20.4% | +14.0% |
| 3M | +13.4% | -4.4% | +17.8% | +13.6% |
| 6M | +12.1% | -3.7% | +15.8% | +11.2% |
| YTD | +38.8% | +1.3% | +37.5% | +35.2% |
| 1Y | +46.0% | -14.0% | +60.1% | +49.0% |
| 3Y | +9.5% | +48.1% | -38.6% | -8.2% |
| All | +118.6% | +156.2% | -37.5% | +42.8% |
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