+566.5%
PHM vs DAR
+364.6%
+201.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | -8.6% | +7.4% | -16.0% | -11.0% |
| 3M | -2.9% | +15.7% | -18.6% | -8.6% |
| 6M | -5.7% | +30.0% | -35.7% | -15.3% |
| YTD | +1.9% | +87.5% | -85.7% | -19.4% |
| 1Y | -12.3% | +113.4% | -125.7% | -34.3% |
| 3Y | +50.8% | +15.3% | +35.5% | +34.6% |
| 5Y | +157.3% | -4.3% | +161.6% | +133.3% |
| 10Y | +566.5% | +380.2% | +186.4% | +175.3% |
| All | +566.5% | +364.6% | +201.9% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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