+157.3%
PHM vs DD
+59.3%
+98.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.6% | +0.4% |
| 7D | -3.9% | -3.8% | -0.1% | -1.9% |
| 30D | -8.6% | -9.2% | +0.7% | -3.8% |
| 3M | -2.9% | -9.0% | +6.1% | +1.7% |
| 6M | -5.7% | -5.0% | -0.7% | -3.9% |
| YTD | +1.9% | +7.4% | -5.5% | -3.1% |
| 1Y | -12.3% | +35.1% | -47.4% | -26.8% |
| 3Y | +50.8% | +43.2% | +7.6% | +18.7% |
| 5Y | +157.3% | +59.6% | +97.6% | +94.7% |
| All | +157.3% | +59.3% | +98.0% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling