-70.5%
DOCU vs PHM
+185.6%
-256.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -3.2% | +8.7% | -11.9% | -7.6% |
| 30D | +15.7% | +16.4% | -0.7% | +6.2% |
| 3M | +37.3% | +1.8% | +35.4% | +34.8% |
| 6M | +63.1% | +15.1% | +48.1% | +48.7% |
| YTD | +15.4% | +16.0% | -0.6% | +1.5% |
| 1Y | +11.3% | +14.1% | -2.8% | -1.4% |
| 3Y | +92.1% | +65.9% | +26.2% | +14.5% |
| 5Y | -70.5% | +180.9% | -251.4% | -90.9% |
| All | -70.5% | +185.6% | -256.1% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling