+147.6%
PHM vs DOC
-24.5%
+172.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.1% |
| 7D | -3.2% | -1.5% | -1.7% | -2.4% |
| 30D | -6.4% | -4.8% | -1.7% | -3.9% |
| 3M | +5.5% | +6.9% | -1.4% | +1.5% |
| 6M | -5.4% | +20.7% | -26.2% | -15.9% |
| YTD | +6.6% | +34.1% | -27.6% | -11.9% |
| 1Y | -8.8% | +22.6% | -31.5% | -20.5% |
| 3Y | +54.1% | +20.8% | +33.3% | +34.7% |
| All | +147.6% | -24.5% | +172.1% | +189.1% |
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