+662.9%
PHM vs DD
+98.3%
+564.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -6.1% | +6.7% | -12.8% | -9.3% |
| 30D | +13.7% | +19.4% | -5.7% | +3.0% |
| 3M | -1.5% | +7.6% | -9.2% | -5.8% |
| 6M | +11.3% | +2.9% | +8.4% | +8.5% |
| YTD | +8.9% | +29.9% | -20.9% | -6.6% |
| 1Y | +6.1% | +28.6% | -22.5% | -8.6% |
| 3Y | +57.7% | +90.0% | -32.3% | +6.8% |
| 5Y | +159.0% | +68.1% | +90.8% | +84.9% |
| All | +662.9% | +98.3% | +564.5% | +295.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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