-37.3%
DOCS vs PHM
+154.5%
-191.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | -4.2% | -4.8% | +0.6% | -1.8% |
| 30D | +8.6% | +16.5% | -7.9% | +0.2% |
| 3M | +27.2% | -2.0% | +29.2% | +27.8% |
| 6M | +26.5% | +12.7% | +13.9% | +18.0% |
| YTD | -25.0% | +11.2% | -36.1% | -31.3% |
| 1Y | -37.0% | +7.7% | -44.7% | -41.3% |
| 3Y | +39.4% | +60.9% | -21.5% | -9.6% |
| 5Y | -56.7% | +167.7% | -224.4% | -82.3% |
| All | -37.3% | +154.5% | -191.8% | -73.4% |
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