+566.5%
PHM vs RCAT
-98.5%
+665.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.5% | -0.9% |
| 7D | -3.9% | -2.3% | -1.6% | -3.8% |
| 30D | -8.6% | -18.7% | +10.1% | -8.4% |
| 3M | -2.9% | -29.3% | +26.3% | -2.8% |
| 6M | -5.7% | -42.3% | +36.6% | -5.5% |
| YTD | +1.9% | +2.5% | -0.7% | +1.6% |
| 1Y | -12.3% | -5.7% | -6.6% | -12.6% |
| 3Y | +50.8% | +764.9% | -714.1% | +47.6% |
| 5Y | +157.3% | +182.3% | -25.0% | +152.4% |
| 10Y | +566.5% | -98.5% | +665.0% | +546.7% |
| All | +566.5% | -98.5% | +665.0% | +546.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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