+663.5%
PHM vs RBA
+207.2%
+456.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.3% |
| 7D | -4.1% | +1.7% | -5.9% | -4.8% |
| 30D | +16.1% | +8.3% | +7.8% | +12.7% |
| 3M | -2.5% | +10.5% | -13.0% | -6.4% |
| 6M | +12.9% | -5.9% | +18.8% | +14.6% |
| YTD | +9.0% | -6.9% | +15.9% | +10.3% |
| 1Y | +8.2% | -4.9% | +13.0% | +8.5% |
| 3Y | +58.4% | +64.5% | -6.0% | +25.5% |
| 5Y | +159.2% | +46.1% | +113.1% | +108.0% |
| All | +663.5% | +207.2% | +456.4% | +310.6% |
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