+557.2%
PHM vs DVA
+187.8%
+369.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -5.0% | -1.3% | -3.6% | -4.6% |
| 30D | -8.4% | 0.0% | -8.5% | -8.5% |
| 3M | -4.4% | -10.9% | +6.5% | -2.3% |
| 6M | -3.7% | +17.3% | -21.0% | -9.7% |
| YTD | +1.3% | +59.8% | -58.5% | -13.9% |
| 1Y | -14.0% | +36.3% | -50.3% | -23.5% |
| 3Y | +48.1% | +88.6% | -40.5% | +16.5% |
| 5Y | +158.8% | +47.5% | +111.2% | +112.8% |
| All | +557.2% | +187.8% | +369.4% | +340.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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