-50.3%
DOCS vs PHM
+144.0%
-194.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -1.4% | -3.2% | +1.8% | +0.2% |
| 30D | +21.8% | -6.4% | +28.3% | +26.4% |
| 3M | +27.3% | +5.5% | +21.8% | +23.6% |
| 6M | -0.3% | -5.4% | +5.1% | +1.4% |
| YTD | -40.5% | +6.6% | -47.1% | -44.1% |
| 1Y | -61.5% | -8.8% | -52.7% | -60.7% |
| 3Y | +8.2% | +54.1% | -45.9% | -28.3% |
| 5Y | -73.4% | +144.5% | -217.9% | -88.3% |
| All | -50.3% | +144.0% | -194.3% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling