+154.7%
PHM vs DVA
+40.8%
+113.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -6.4% | -0.2% | -6.2% | -6.3% |
| 30D | -12.1% | +1.7% | -13.8% | -12.4% |
| 3M | -1.5% | -8.7% | +7.1% | -0.4% |
| 6M | -6.0% | +19.7% | -25.7% | -11.6% |
| YTD | -0.3% | +59.6% | -59.9% | -13.4% |
| 1Y | -13.3% | +37.1% | -50.4% | -21.8% |
| 3Y | +47.6% | +89.8% | -42.2% | +20.7% |
| 5Y | +154.7% | +47.4% | +107.4% | +132.1% |
| All | +154.7% | +40.8% | +113.9% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling