+288.7%
DOV vs PHM
+557.7%
-268.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.3% |
| 7D | -1.9% | -6.4% | +4.4% | +0.5% |
| 30D | -9.9% | -12.1% | +2.2% | -5.4% |
| 3M | -12.1% | -1.5% | -10.6% | -12.0% |
| 6M | -10.4% | -6.0% | -4.4% | -8.9% |
| YTD | -3.3% | -0.3% | -3.0% | -4.1% |
| 1Y | +7.8% | -13.3% | +21.1% | +12.5% |
| 3Y | +36.3% | +47.6% | -11.2% | +12.2% |
| 5Y | +14.8% | +154.7% | -139.9% | -26.6% |
| All | +288.7% | +557.7% | -268.9% | +74.7% |
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