+4,008.1%
PHM vs DGX
+8,794.8%
-4,786.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.9% | -2.2% | -1.6% | -3.0% |
| 30D | -8.6% | -0.9% | -7.6% | -8.2% |
| 3M | -2.9% | +15.6% | -18.5% | -8.6% |
| 6M | -5.7% | +17.8% | -23.5% | -11.9% |
| YTD | +1.9% | +37.5% | -35.6% | -10.7% |
| 1Y | -12.3% | +31.2% | -43.5% | -21.8% |
| 3Y | +50.8% | +96.6% | -45.8% | +13.3% |
| 5Y | +157.3% | +64.9% | +92.4% | +105.9% |
| 10Y | +566.5% | +254.6% | +311.9% | +291.7% |
| All | +4,008.1% | +8,794.8% | -4,786.6% | +933.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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