+101.7%
DOCU vs PHM
+357.0%
-255.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.5% |
| 7D | -0.4% | -4.8% | +4.3% | +1.3% |
| 30D | +12.9% | +16.5% | -3.6% | +6.3% |
| 3M | +35.1% | -2.0% | +37.1% | +35.2% |
| 6M | +76.2% | +12.7% | +63.5% | +66.7% |
| YTD | +17.2% | +11.2% | +6.0% | +9.4% |
| 1Y | +16.4% | +7.7% | +8.7% | +9.9% |
| 3Y | +95.6% | +60.9% | +34.7% | +51.1% |
| 5Y | -68.5% | +167.7% | -236.2% | -80.5% |
| All | +101.7% | +357.0% | -255.3% | +8.2% |
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