+154.3%
PHM vs DAR
-8.5%
+162.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.9% | -6.5% | -4.2% |
| 7D | -2.5% | -0.9% | -1.6% | -2.3% |
| 30D | -9.7% | +13.0% | -22.6% | -12.3% |
| 3M | +2.2% | +15.0% | -12.8% | -1.8% |
| 6M | -5.7% | +26.8% | -32.5% | -12.0% |
| YTD | +2.8% | +86.4% | -83.6% | -13.1% |
| 1Y | -14.4% | +115.1% | -129.5% | -30.7% |
| 3Y | +52.2% | +14.6% | +37.6% | +41.2% |
| 5Y | +154.3% | -8.8% | +163.0% | +139.3% |
| All | +154.3% | -8.5% | +162.8% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling