+7.0%
DXCM vs PHM
-14.7%
+21.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | -6.5% | -3.9% | -2.6% | -5.8% |
| 30D | -4.3% | -8.6% | +4.2% | -2.7% |
| 3M | +7.3% | -2.9% | +10.2% | +7.4% |
| 6M | +22.0% | -5.7% | +27.7% | +21.4% |
| YTD | +26.4% | +1.9% | +24.5% | +26.3% |
| 1Y | +7.0% | -12.3% | +19.3% | +6.5% |
| All | +7.0% | -14.7% | +21.6% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling