+2,894.9%
DXCM vs PHM
+305.5%
+2,589.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -3.2% | -3.2% | 0.0% | -2.1% |
| 30D | +6.3% | -6.4% | +12.8% | +8.6% |
| 3M | +21.1% | +5.5% | +15.6% | +18.2% |
| 6M | +20.6% | -5.4% | +26.0% | +22.0% |
| YTD | +32.4% | +6.6% | +25.9% | +27.9% |
| 1Y | +8.8% | -8.8% | +17.7% | +10.3% |
| 3Y | -13.7% | +54.1% | -67.9% | -30.4% |
| 5Y | -35.2% | +144.5% | -179.7% | -56.5% |
| 10Y | +281.8% | +569.4% | -287.6% | +61.2% |
| All | +2,894.9% | +305.5% | +2,589.4% | +844.7% |
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 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