-10.8%
DOW vs PHM
+414.1%
-424.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -2.4% | -3.2% | +0.8% | -1.3% |
| 30D | +0.4% | -6.4% | +6.8% | +2.5% |
| 3M | -14.4% | +5.5% | -19.9% | -17.2% |
| 6M | -7.0% | -5.4% | -1.5% | -7.4% |
| YTD | +30.2% | +6.6% | +23.6% | +23.5% |
| 1Y | +29.2% | -8.8% | +38.0% | +30.4% |
| 3Y | -36.7% | +54.1% | -90.8% | -49.0% |
| 5Y | -37.7% | +144.5% | -182.2% | -59.8% |
| All | -10.8% | +414.1% | -424.9% | -51.6% |
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