+11,341.0%
PHM vs DD
+1,148.4%
+10,192.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 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% | -6.2% |
| 1Y | +6.1% | +28.6% | -22.5% | -8.2% |
| 3Y | +57.7% | +90.0% | -32.3% | +8.1% |
| 5Y | +159.0% | +68.1% | +90.8% | +87.5% |
| 10Y | +676.2% | +98.7% | +577.5% | +371.9% |
| All | +11,341.0% | +1,148.4% | +10,192.6% | +3,279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling