+566.5%
PHM vs RBA
+189.2%
+377.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | -3.9% | -1.9% | -2.0% | -3.1% |
| 30D | -8.6% | -13.0% | +4.4% | -3.7% |
| 3M | -2.9% | -23.1% | +20.2% | +6.6% |
| 6M | -5.7% | -22.6% | +16.9% | +3.2% |
| YTD | +1.9% | -20.4% | +22.2% | +9.5% |
| 1Y | -12.3% | -29.6% | +17.3% | -1.2% |
| 3Y | +50.8% | +26.6% | +24.2% | +31.9% |
| 5Y | +157.3% | +38.2% | +119.1% | +108.6% |
| 10Y | +566.5% | +194.7% | +371.8% | +261.2% |
| All | +566.5% | +189.2% | +377.4% | +261.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded RBA 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling