+2,662.2%
DXCM vs PHM
+343.7%
+2,318.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.2% |
| 7D | -4.4% | +3.5% | -7.8% | -5.4% |
| 30D | -3.6% | +21.2% | -24.8% | -9.8% |
| 3M | -4.3% | +2.5% | -6.8% | -5.5% |
| 6M | +33.8% | +16.1% | +17.7% | +26.0% |
| YTD | +22.1% | +16.6% | +5.5% | +14.1% |
| 1Y | +47.4% | +14.4% | +33.0% | +38.3% |
| 3Y | -12.3% | +71.9% | -84.1% | -31.9% |
| 5Y | -49.1% | +174.3% | -223.4% | -67.1% |
| 10Y | +423.1% | +744.0% | -320.9% | +102.8% |
| All | +2,662.2% | +343.7% | +2,318.5% | +743.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling