+147.6%
PHM vs RBA
+45.3%
+102.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.8% |
| 3M | +5.5% | -20.5% | +26.0% | +12.5% |
| 6M | -5.4% | -18.5% | +13.1% | 0.0% |
| YTD | +6.6% | -18.2% | +24.8% | +12.0% |
| 1Y | -8.8% | -27.5% | +18.7% | -0.7% |
| 3Y | +54.1% | +38.1% | +16.0% | +37.0% |
| All | +147.6% | +45.3% | +102.3% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling