-35.9%
DOW vs PHM
+152.6%
-188.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.3% |
| 7D | -6.0% | -3.9% | -2.2% | -5.0% |
| 30D | -2.7% | -8.6% | +5.8% | -0.3% |
| 3M | -10.5% | -2.9% | -7.5% | -10.7% |
| 6M | -12.4% | -5.7% | -6.7% | -12.8% |
| YTD | +30.0% | +1.9% | +28.2% | +25.7% |
| 1Y | +27.8% | -12.3% | +40.1% | +30.6% |
| 3Y | -34.9% | +50.8% | -85.7% | -45.3% |
| 5Y | -35.9% | +157.3% | -193.2% | -57.0% |
| All | -35.9% | +152.6% | -188.4% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling