-12.3%
PHM vs RBA
-29.1%
+16.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | -3.9% | -1.9% | -2.0% | -3.2% |
| 30D | -8.6% | -13.0% | +4.4% | -4.4% |
| 3M | -2.9% | -23.1% | +20.2% | +5.1% |
| 6M | -5.7% | -22.6% | +16.9% | +1.3% |
| YTD | +1.9% | -20.4% | +22.2% | +5.4% |
| 1Y | -12.3% | -29.6% | +17.3% | -4.1% |
| All | -12.3% | -29.1% | +16.8% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling