+663.5%
PHM vs DD
+97.1%
+566.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -4.1% | +5.0% | -9.1% | -6.6% |
| 30D | +16.1% | +19.7% | -3.5% | +5.1% |
| 3M | -2.5% | +7.2% | -9.7% | -6.6% |
| 6M | +12.9% | +1.0% | +11.9% | +11.1% |
| YTD | +9.0% | +29.1% | -20.1% | -6.2% |
| 1Y | +8.2% | +28.5% | -20.3% | -6.7% |
| 3Y | +58.4% | +89.4% | -31.0% | +7.5% |
| 5Y | +159.2% | +67.1% | +92.0% | +85.6% |
| All | +663.5% | +97.1% | +566.4% | +297.1% |
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