-12.3%
DXCM vs PHM
+70.2%
-82.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.6% |
| 7D | -4.4% | +3.5% | -7.8% | -4.9% |
| 30D | -3.6% | +21.2% | -24.8% | -6.8% |
| 3M | -4.3% | +2.5% | -6.8% | -4.9% |
| 6M | +33.8% | +16.1% | +17.7% | +29.8% |
| YTD | +22.1% | +16.6% | +5.5% | +18.3% |
| 1Y | +47.4% | +14.4% | +33.0% | +43.0% |
| 3Y | -12.3% | +71.9% | -84.1% | -22.4% |
| All | -12.3% | +70.2% | -82.5% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling