+57.3%
PHM vs RBA
+32.9%
+24.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.2% | -2.9% | -0.3% | -2.3% |
| 30D | -6.4% | -12.3% | +5.9% | -2.6% |
| 3M | +5.5% | -20.5% | +26.0% | +12.9% |
| 6M | -5.4% | -18.5% | +13.1% | +0.2% |
| YTD | +6.6% | -18.2% | +24.8% | +12.1% |
| 1Y | -8.8% | -27.5% | +18.7% | -0.6% |
| All | +57.3% | +32.9% | +24.3% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling