+23.5%
DIS vs PHM
+568.1%
-544.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | +1.2% | -5.0% | +6.2% | +2.7% |
| 30D | +3.2% | -8.4% | +11.7% | +6.0% |
| 3M | +7.0% | -4.4% | +11.4% | +8.2% |
| 6M | +6.4% | -3.7% | +10.2% | +7.0% |
| YTD | -5.6% | +1.3% | -6.9% | -6.8% |
| 1Y | -7.7% | -14.0% | +6.4% | -4.4% |
| 3Y | +33.2% | +48.1% | -14.9% | +12.6% |
| 5Y | -40.3% | +158.8% | -199.1% | -59.1% |
| All | +23.5% | +568.1% | -544.6% | -34.8% |
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