+1,180.8%
DVN vs PHM
+11,050.0%
-9,869.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.5% |
| 7D | -1.3% | -2.5% | +1.2% | -0.8% |
| 30D | +12.6% | -9.7% | +22.3% | +14.9% |
| 3M | +8.1% | +2.2% | +5.9% | +6.8% |
| 6M | +10.2% | -5.7% | +15.8% | +10.0% |
| YTD | +33.8% | +2.8% | +30.9% | +30.9% |
| 1Y | +43.9% | -14.4% | +58.3% | +46.2% |
| 3Y | +1.7% | +52.2% | -50.5% | -10.2% |
| 5Y | +119.6% | +154.3% | -34.6% | +70.3% |
| 10Y | +53.7% | +545.9% | -492.1% | -2.8% |
| All | +1,180.8% | +11,050.0% | -9,869.2% | +440.8% |
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 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