+31.9%
DIS vs PHM
+670.5%
-638.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.9% | -4.1% | +6.0% | +3.2% |
| 30D | +9.2% | +16.1% | -7.0% | +4.1% |
| 3M | +13.5% | -2.5% | +16.0% | +14.0% |
| 6M | +14.3% | +12.9% | +1.4% | +9.4% |
| YTD | +5.4% | +9.0% | -3.6% | +1.5% |
| 1Y | +12.2% | +8.2% | +4.0% | +8.1% |
| 3Y | +37.2% | +58.4% | -21.3% | +13.5% |
| 5Y | -23.1% | +159.2% | -182.3% | -47.7% |
| All | +31.9% | +670.5% | -638.7% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling