+95.3%
DOCU vs PHM
+367.5%
-272.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.9% |
| 7D | -5.5% | +6.2% | -11.8% | -7.8% |
| 30D | +12.6% | +17.9% | -5.3% | +5.6% |
| 3M | +36.4% | +2.5% | +33.9% | +34.4% |
| 6M | +66.8% | +10.8% | +56.0% | +58.9% |
| YTD | +13.5% | +13.7% | -0.3% | +5.1% |
| 1Y | +11.3% | +12.4% | -1.1% | +3.5% |
| 3Y | +92.1% | +65.6% | +26.4% | +46.8% |
| 5Y | -71.0% | +175.3% | -246.3% | -82.2% |
| All | +95.3% | +367.5% | -272.2% | +4.0% |
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