-32.9%
DOCS vs PHM
+7.4%
-40.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.6% | -4.1% | +6.7% | +3.7% |
| 30D | +11.4% | +16.1% | -4.7% | +7.2% |
| 3M | +25.4% | -2.5% | +27.9% | +25.7% |
| 6M | +42.5% | +12.9% | +29.6% | +41.3% |
| YTD | -24.7% | +9.0% | -33.7% | -28.7% |
| 1Y | -32.9% | +8.2% | -41.1% | -36.4% |
| All | -32.9% | +7.4% | -40.4% | -36.4% |
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 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