+1,458.7%
DIS vs PHM
+11,456.8%
-9,998.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -2.6% | -3.2% | +0.6% | -1.9% |
| 30D | +3.5% | -6.4% | +9.9% | +5.0% |
| 3M | +6.8% | +5.5% | +1.3% | +5.3% |
| 6M | +3.0% | -5.4% | +8.4% | +3.9% |
| YTD | -6.7% | +6.6% | -13.3% | -8.6% |
| 1Y | -10.1% | -8.8% | -1.2% | -8.8% |
| 3Y | +33.0% | +54.1% | -21.1% | +17.1% |
| 5Y | -40.0% | +144.5% | -184.5% | -53.2% |
| 10Y | +21.1% | +569.4% | -548.4% | -28.0% |
| All | +1,458.7% | +11,456.8% | -9,998.0% | +317.0% |
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