+10,599.0%
PHM vs DTE
+3,490.3%
+7,108.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.4% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -8.6% | -0.5% | -8.0% | -8.3% |
| 3M | -2.9% | -6.0% | +3.1% | +0.8% |
| 6M | -5.7% | -7.2% | +1.5% | -1.5% |
| YTD | +1.9% | +7.2% | -5.3% | -2.8% |
| 1Y | -12.3% | +4.1% | -16.4% | -14.9% |
| 3Y | +50.8% | +46.9% | +3.9% | +16.4% |
| 5Y | +157.3% | +32.9% | +124.4% | +108.5% |
| 10Y | +566.5% | +144.5% | +422.1% | +263.4% |
| All | +10,599.0% | +3,490.3% | +7,108.8% | +1,304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling