-38.7%
DOCS vs PHM
+160.4%
-199.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.0% |
| 7D | -0.8% | +6.2% | -7.0% | -3.8% |
| 30D | +17.4% | +17.9% | -0.5% | +7.7% |
| 3M | +57.4% | +2.5% | +54.9% | +55.2% |
| 6M | +26.5% | +10.8% | +15.8% | +19.0% |
| YTD | -26.6% | +13.7% | -40.3% | -33.5% |
| 1Y | -48.1% | +12.4% | -60.4% | -52.7% |
| 3Y | +52.6% | +65.6% | -13.0% | -2.4% |
| 5Y | -52.1% | +175.3% | -227.4% | -80.7% |
| All | -38.7% | +160.4% | -199.0% | -74.2% |
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