+190.4%
PHM vs DOC
-22.8%
+213.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.1% | +4.0% | +5.4% |
| 7D | +13.6% | +8.7% | +4.8% | +8.4% |
| 30D | +19.3% | +7.6% | +11.7% | +14.6% |
| 3M | +3.5% | -5.3% | +8.7% | +6.7% |
| 6M | +18.6% | +27.6% | -9.0% | +2.0% |
| YTD | +16.7% | +32.4% | -15.7% | -3.1% |
| 1Y | +14.6% | +22.9% | -8.2% | -0.2% |
| 3Y | +66.9% | +43.1% | +23.8% | +30.6% |
| 5Y | +190.4% | -21.4% | +211.7% | +257.9% |
| All | +190.4% | -22.8% | +213.2% | +257.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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