+1,129.1%
DIA vs PHM
+2,750.5%
-1,621.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -0.2% | -3.2% | +3.0% | +0.5% |
| 30D | -1.5% | -6.4% | +4.9% | -0.1% |
| 3M | +3.8% | +5.5% | -1.7% | +2.2% |
| 6M | +10.3% | -5.4% | +15.7% | +11.1% |
| YTD | +12.1% | +6.6% | +5.5% | +9.7% |
| 1Y | +18.6% | -8.8% | +27.5% | +19.9% |
| 3Y | +60.6% | +54.1% | +6.5% | +41.7% |
| 5Y | +64.4% | +144.5% | -80.1% | +28.2% |
| 10Y | +250.1% | +569.4% | -319.3% | +110.1% |
| All | +1,129.1% | +2,750.5% | -1,621.4% | +310.7% |
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