+2,545.7%
DUK vs PHM
+10,944.2%
-8,398.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | -0.1% | -3.9% | +3.7% | +0.4% |
| 30D | +0.2% | -8.6% | +8.8% | +1.3% |
| 3M | -1.9% | -2.9% | +1.0% | -1.7% |
| 6M | -6.5% | -5.7% | -0.8% | -6.1% |
| YTD | +5.4% | +1.9% | +3.6% | +4.7% |
| 1Y | +3.6% | -12.3% | +15.9% | +4.6% |
| 3Y | +48.1% | +50.8% | -2.6% | +37.8% |
| 5Y | +39.6% | +157.3% | -117.7% | +19.5% |
| 10Y | +131.8% | +566.5% | -434.7% | +71.5% |
| All | +2,545.7% | +10,944.2% | -8,398.4% | +1,106.7% |
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