+48.1%
PHM vs DGX
+96.4%
-48.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.9% |
| 7D | -5.0% | -0.9% | -4.1% | -4.6% |
| 30D | -8.4% | -1.2% | -7.3% | -8.0% |
| 3M | -4.4% | +15.8% | -20.2% | -10.1% |
| 6M | -3.7% | +18.2% | -21.9% | -10.3% |
| YTD | +1.3% | +37.2% | -35.9% | -11.1% |
| 1Y | -14.0% | +30.4% | -44.4% | -23.2% |
| 3Y | +48.1% | +96.7% | -48.6% | +7.9% |
| All | +48.1% | +96.4% | -48.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling