+557.2%
PHM vs DTE
+137.8%
+419.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.5% |
| 7D | -5.0% | -2.6% | -2.4% | -3.3% |
| 30D | -8.4% | -4.4% | -4.0% | -5.7% |
| 3M | -4.4% | -8.3% | +3.9% | +1.2% |
| 6M | -3.7% | -8.1% | +4.3% | +1.5% |
| YTD | +1.3% | +4.4% | -3.1% | -2.1% |
| 1Y | -14.0% | +0.2% | -14.2% | -14.7% |
| 3Y | +48.1% | +42.6% | +5.5% | +13.3% |
| 5Y | +158.8% | +31.5% | +127.3% | +105.3% |
| All | +557.2% | +137.8% | +419.4% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling