+63.6%
DIA vs PHM
+152.6%
-89.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.2% | -3.9% | +2.6% | -0.3% |
| 30D | -2.7% | -8.6% | +5.9% | -0.7% |
| 3M | +3.3% | -2.9% | +6.2% | +3.6% |
| 6M | +10.4% | -5.7% | +16.1% | +11.3% |
| YTD | +10.0% | +1.9% | +8.1% | +8.5% |
| 1Y | +16.2% | -12.3% | +28.5% | +18.6% |
| 3Y | +58.7% | +50.8% | +8.0% | +36.5% |
| 5Y | +63.6% | +157.3% | -93.7% | +14.9% |
| All | +63.6% | +152.6% | -89.0% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling