+683.0%
PHM vs RCAT
-99.6%
+782.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.4% | +2.6% | -3.8% |
| 7D | +2.9% | -5.6% | +8.5% | +2.9% |
| 30D | +16.5% | -27.0% | +43.5% | +16.7% |
| 3M | +0.6% | -57.9% | +58.5% | +1.1% |
| 6M | +11.6% | -59.4% | +71.0% | +12.0% |
| YTD | +12.1% | -46.9% | +59.0% | +12.2% |
| 1Y | +9.6% | -54.0% | +63.6% | +9.8% |
| 3Y | +62.3% | +378.4% | -316.1% | +59.5% |
| 5Y | +170.4% | +61.9% | +108.5% | +166.4% |
| 10Y | +683.0% | -99.6% | +782.6% | +681.1% |
| All | +683.0% | -99.6% | +782.6% | +681.1% |
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