+3,776.5%
PHM vs DVA
+5,081.6%
-1,305.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.1% |
| 7D | -2.5% | +2.2% | -4.7% | -2.9% |
| 30D | -9.7% | -2.0% | -7.6% | -9.3% |
| 3M | +2.2% | -6.3% | +8.5% | +3.0% |
| 6M | -5.7% | +19.4% | -25.1% | -10.3% |
| YTD | +2.8% | +58.5% | -55.7% | -8.4% |
| 1Y | -14.4% | +33.9% | -48.3% | -21.1% |
| 3Y | +52.2% | +88.4% | -36.2% | +28.3% |
| 5Y | +154.3% | +39.5% | +114.7% | +123.1% |
| 10Y | +545.9% | +179.5% | +366.4% | +379.9% |
| All | +3,776.5% | +5,081.6% | -1,305.1% | +1,866.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling