+572.9%
PHM vs RBA
+191.1%
+381.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -2.8% |
| 7D | -2.5% | -1.1% | -1.4% | -2.1% |
| 30D | -9.7% | -13.2% | +3.6% | -4.8% |
| 3M | +2.2% | -21.4% | +23.6% | +11.3% |
| 6M | -5.7% | -20.9% | +15.2% | +2.4% |
| YTD | +2.8% | -19.9% | +22.7% | +10.3% |
| 1Y | -14.4% | -28.7% | +14.3% | -4.0% |
| 3Y | +52.2% | +27.4% | +24.8% | +32.8% |
| 5Y | +154.3% | +41.7% | +112.5% | +103.8% |
| All | +572.9% | +191.1% | +381.8% | +263.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling