+3,008.0%
PHM vs RBA
+4,003.4%
-995.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.5% |
| 7D | +6.2% | +4.3% | +1.9% | +4.6% |
| 30D | +17.9% | +16.3% | +1.6% | +11.2% |
| 3M | +2.5% | +1.3% | +1.2% | +1.7% |
| 6M | +10.8% | -11.1% | +21.9% | +14.9% |
| YTD | +13.7% | -8.5% | +22.2% | +15.9% |
| 1Y | +12.4% | -2.1% | +14.5% | +11.5% |
| 3Y | +65.6% | +44.6% | +21.1% | +38.2% |
| 5Y | +175.3% | +36.8% | +138.5% | +127.1% |
| 10Y | +713.9% | +227.3% | +486.6% | +353.4% |
| All | +3,008.0% | +4,003.4% | -995.4% | +837.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling