+5,338.3%
PHM vs DAR
+1,373.4%
+3,964.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.7% |
| 7D | +2.9% | -3.8% | +6.8% | +3.3% |
| 30D | +16.5% | -14.4% | +30.9% | +18.0% |
| 3M | +0.6% | -17.9% | +18.6% | +2.2% |
| 6M | +11.6% | -18.3% | +29.9% | +13.1% |
| YTD | +12.1% | +43.2% | -31.2% | +7.8% |
| 1Y | +9.6% | +57.7% | -48.1% | +4.4% |
| 3Y | +62.3% | +22.7% | +39.5% | +56.4% |
| 5Y | +170.4% | -34.0% | +204.4% | +173.2% |
| 10Y | +683.0% | +279.5% | +403.5% | +586.1% |
| All | +5,338.3% | +1,373.4% | +3,964.9% | +4,722.4% |
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