+260.9%
DXCM vs PHM
+545.0%
-284.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.5% |
| 7D | -6.5% | -3.9% | -2.6% | -5.4% |
| 30D | -4.3% | -8.6% | +4.2% | -1.8% |
| 3M | +7.3% | -2.9% | +10.2% | +7.7% |
| 6M | +22.0% | -5.7% | +27.7% | +23.4% |
| YTD | +26.4% | +1.9% | +24.5% | +24.3% |
| 1Y | +7.0% | -12.3% | +19.3% | +9.7% |
| 3Y | -19.6% | +50.8% | -70.4% | -33.7% |
| 5Y | -39.3% | +157.3% | -196.6% | -58.9% |
| 10Y | +260.9% | +566.5% | -305.6% | +50.0% |
| All | +260.9% | +545.0% | -284.1% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling