+72.2%
DOCU vs PHM
+338.2%
-266.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +6.9% | -3.2% | +10.1% | +8.2% |
| 30D | +19.0% | -6.4% | +25.4% | +21.9% |
| 3M | +34.3% | +5.5% | +28.8% | +31.2% |
| 6M | +48.0% | -5.4% | +53.5% | +49.4% |
| YTD | 0.0% | +6.6% | -6.6% | -4.6% |
| 1Y | -10.3% | -8.8% | -1.4% | -9.1% |
| 3Y | +32.4% | +54.1% | -21.7% | +4.2% |
| 5Y | -77.9% | +144.5% | -222.4% | -85.9% |
| All | +72.2% | +338.2% | -266.0% | -5.6% |
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