+1,628.0%
DIS vs PHM
+12,230.3%
-10,602.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.1% |
| 7D | +5.2% | +6.2% | -1.0% | +3.7% |
| 30D | +11.5% | +17.9% | -6.5% | +7.2% |
| 3M | +11.5% | +2.5% | +9.0% | +10.7% |
| 6M | +8.9% | +10.8% | -1.9% | +5.9% |
| YTD | +3.4% | +13.7% | -10.3% | -0.3% |
| 1Y | +7.2% | +12.4% | -5.2% | +3.5% |
| 3Y | +43.3% | +65.6% | -22.3% | +24.1% |
| 5Y | -31.4% | +175.3% | -206.8% | -48.0% |
| 10Y | +37.1% | +713.9% | -676.9% | -21.9% |
| All | +1,628.0% | +12,230.3% | -10,602.3% | +354.6% |
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