+411.2%
DXCM vs PHM
+709.0%
-297.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.3% |
| 7D | -3.7% | +2.9% | -6.6% | -4.4% |
| 30D | -5.0% | +16.5% | -21.5% | -9.2% |
| 3M | -8.8% | +0.6% | -9.5% | -9.2% |
| 6M | +31.9% | +11.6% | +20.3% | +26.8% |
| YTD | +20.4% | +12.1% | +8.3% | +15.0% |
| 1Y | +45.7% | +9.6% | +36.1% | +39.8% |
| 3Y | -15.0% | +62.3% | -77.3% | -31.2% |
| 5Y | -48.5% | +170.4% | -218.9% | -65.5% |
| 10Y | +411.2% | +683.0% | -271.8% | +124.7% |
| All | +411.2% | +709.0% | -297.7% | +124.7% |
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