-48.1%
DOCS vs PHM
+13.8%
-61.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.1% |
| 7D | -1.3% | +8.7% | -10.0% | -3.4% |
| 30D | +19.4% | +16.4% | +3.0% | +14.6% |
| 3M | +53.4% | +1.8% | +51.6% | +51.8% |
| 6M | +28.8% | +15.1% | +13.7% | +26.0% |
| YTD | -25.1% | +16.0% | -41.1% | -30.3% |
| 1Y | -48.1% | +14.1% | -62.2% | -51.5% |
| All | -48.1% | +13.8% | -61.9% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling