+135.7%
PHM vs DUOL
+1.6%
+134.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -5.0% | -7.0% | +2.0% | -4.3% |
| 30D | -8.4% | +6.7% | -15.2% | -9.2% |
| 3M | -4.4% | +16.0% | -20.4% | -6.3% |
| 6M | -3.7% | +45.4% | -49.2% | -8.2% |
| YTD | +1.3% | -18.1% | +19.4% | +2.4% |
| 1Y | -14.0% | -53.6% | +39.5% | -8.1% |
| 3Y | +48.1% | -11.0% | +59.1% | +39.5% |
| 5Y | +158.8% | -17.1% | +175.9% | +119.9% |
| All | +135.7% | +1.6% | +134.1% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 10y: compounded portfolio wealth divided by compounded DUOL 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…
10y analysis · Full analysis span regression · 6 months rolling