+103.1%
DOCN vs PHM
+175.8%
-72.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +19.1% | -4.1% | +23.2% | +21.7% |
| 30D | -21.0% | +16.1% | -37.2% | -28.5% |
| 3M | -34.7% | -2.5% | -32.3% | -35.2% |
| 6M | -45.8% | +12.9% | -58.7% | -52.0% |
| YTD | +79.4% | +9.0% | +70.4% | +60.0% |
| 1Y | +91.0% | +8.2% | +82.8% | +70.3% |
| 3Y | +237.5% | +58.4% | +179.0% | +111.6% |
| 5Y | -30.4% | +159.2% | -189.6% | -72.5% |
| All | +103.1% | +175.8% | -72.7% | -23.4% |
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