+0.1%
DOW vs PHM
+425.8%
-425.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +5.2% | -4.1% | +9.4% | +6.6% |
| 30D | +13.2% | +16.1% | -3.0% | +6.8% |
| 3M | +10.1% | -2.5% | +12.6% | +10.1% |
| 6M | -13.1% | +12.9% | -26.0% | -18.8% |
| YTD | +46.1% | +9.0% | +37.1% | +36.5% |
| 1Y | +50.0% | +8.2% | +41.9% | +40.7% |
| 3Y | -20.2% | +58.4% | -78.7% | -36.7% |
| 5Y | -27.7% | +159.2% | -186.9% | -54.6% |
| All | +0.1% | +425.8% | -425.7% | -46.5% |
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