+1,107.0%
DIA vs PHM
+2,815.5%
-1,708.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.1% | -4.1% | +6.3% | +3.1% |
| 30D | +1.5% | +16.1% | -14.7% | -2.0% |
| 3M | -2.4% | -2.5% | +0.1% | -2.2% |
| 6M | +6.0% | +12.9% | -7.0% | +2.6% |
| YTD | +10.1% | +9.0% | +1.1% | +7.0% |
| 1Y | +11.8% | +8.2% | +3.6% | +8.7% |
| 3Y | +59.7% | +58.4% | +1.3% | +40.0% |
| 5Y | +57.9% | +159.2% | -101.3% | +21.4% |
| 10Y | +236.2% | +676.9% | -440.6% | +95.3% |
| All | +1,107.0% | +2,815.5% | -1,708.5% | +300.3% |
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