+70.5%
DOCN vs PHM
+187.7%
-117.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.6% |
| 7D | -19.2% | +6.2% | -25.4% | -22.2% |
| 30D | -43.1% | +17.9% | -61.0% | -48.7% |
| 3M | -40.7% | +2.5% | -43.2% | -42.8% |
| 6M | -55.0% | +10.8% | -65.8% | -59.4% |
| YTD | +50.6% | +13.7% | +36.9% | +31.5% |
| 1Y | +54.0% | +12.4% | +41.6% | +34.9% |
| 3Y | +203.9% | +65.6% | +138.3% | +86.3% |
| 5Y | -29.4% | +175.3% | -204.7% | -72.7% |
| All | +70.5% | +187.7% | -117.2% | -37.0% |
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 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