+5,070.9%
PHM vs DAR
+1,762.6%
+3,308.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -3.2% | +1.4% | -4.5% | -3.3% |
| 30D | -6.4% | +12.8% | -19.2% | -7.6% |
| 3M | +5.5% | +7.4% | -1.9% | +4.5% |
| 6M | -5.4% | +22.3% | -27.7% | -7.6% |
| YTD | +6.6% | +81.1% | -74.5% | +0.5% |
| 1Y | -8.8% | +106.5% | -115.3% | -15.2% |
| 3Y | +54.1% | +5.3% | +48.8% | +50.7% |
| 5Y | +144.5% | -11.5% | +156.0% | +140.9% |
| 10Y | +569.4% | +353.3% | +216.1% | +477.3% |
| All | +5,070.9% | +1,762.6% | +3,308.3% | +4,395.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling