+5,914.2%
DOV vs PHM
+11,456.8%
-5,542.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.7% | -3.2% | +0.5% | -1.8% |
| 30D | -8.1% | -6.4% | -1.6% | -6.6% |
| 3M | -9.4% | +5.5% | -14.9% | -10.9% |
| 6M | -12.6% | -5.4% | -7.2% | -11.6% |
| YTD | -0.5% | +6.6% | -7.1% | -2.6% |
| 1Y | +9.2% | -8.8% | +18.1% | +11.2% |
| 3Y | +34.1% | +54.1% | -20.0% | +17.4% |
| 5Y | +17.3% | +144.5% | -127.2% | -10.5% |
| 10Y | +284.9% | +569.4% | -284.5% | +120.9% |
| All | +5,914.2% | +11,456.8% | -5,542.5% | +1,442.3% |
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