-38.6%
DXCM vs PHM
+152.9%
-191.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.3% | -2.7% |
| 7D | -6.2% | -2.5% | -3.7% | -5.4% |
| 30D | -0.3% | -9.7% | +9.4% | +3.0% |
| 3M | +10.3% | +2.2% | +8.1% | +8.8% |
| 6M | +24.1% | -5.7% | +29.8% | +25.5% |
| YTD | +27.4% | +2.8% | +24.5% | +24.4% |
| 1Y | +8.4% | -14.4% | +22.8% | +12.5% |
| 3Y | -19.0% | +52.2% | -71.2% | -38.8% |
| 5Y | -38.6% | +154.3% | -192.8% | -66.0% |
| All | -38.6% | +152.9% | -191.5% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling