+52.2%
PHM vs DAR
+14.9%
+37.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.9% | -6.5% | -4.0% |
| 7D | -2.5% | -0.9% | -1.6% | -2.4% |
| 30D | -9.7% | +13.0% | -22.6% | -11.9% |
| 3M | +2.2% | +15.0% | -12.8% | -1.1% |
| 6M | -5.7% | +26.8% | -32.5% | -11.2% |
| YTD | +2.8% | +86.4% | -83.6% | -11.6% |
| 1Y | -14.4% | +115.1% | -129.5% | -29.2% |
| 3Y | +52.2% | +14.6% | +37.6% | +48.9% |
| All | +52.2% | +14.9% | +37.4% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling