-10.2%
DOW vs PHM
+380.9%
-391.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.6% |
| 7D | -2.4% | -6.4% | +4.0% | -0.1% |
| 30D | -4.1% | -12.1% | +8.0% | +0.2% |
| 3M | -12.4% | -1.5% | -10.9% | -13.1% |
| 6M | -10.6% | -6.0% | -4.6% | -11.1% |
| YTD | +31.1% | -0.3% | +31.4% | +27.3% |
| 1Y | +30.5% | -13.3% | +43.9% | +34.1% |
| 3Y | -34.4% | +47.6% | -82.0% | -46.4% |
| 5Y | -35.5% | +154.7% | -190.2% | -59.2% |
| All | -10.2% | +380.9% | -391.1% | -50.1% |
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