+683.0%
PHM vs RBA
+225.5%
+457.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.0% |
| 7D | +2.9% | +3.2% | -0.3% | +1.7% |
| 30D | +16.5% | +12.0% | +4.5% | +11.5% |
| 3M | +0.6% | +2.9% | -2.2% | -0.7% |
| 6M | +11.6% | -6.3% | +17.8% | +13.4% |
| YTD | +12.1% | -5.9% | +18.0% | +12.9% |
| 1Y | +9.6% | -3.9% | +13.5% | +9.5% |
| 3Y | +62.3% | +64.9% | -2.6% | +28.4% |
| 5Y | +170.4% | +48.5% | +121.9% | +115.5% |
| 10Y | +683.0% | +211.8% | +471.2% | +318.3% |
| All | +683.0% | +225.5% | +457.5% | +318.3% |
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