+663.5%
PHM vs RCAT
-99.8%
+763.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.1% |
| 7D | -4.1% | -5.9% | +1.8% | -4.1% |
| 30D | +16.1% | -19.7% | +35.8% | +16.3% |
| 3M | -2.5% | -62.9% | +60.4% | -2.0% |
| 6M | +12.9% | -59.6% | +72.5% | +13.4% |
| YTD | +9.0% | -52.1% | +61.1% | +9.2% |
| 1Y | +8.2% | -50.9% | +59.1% | +8.3% |
| 3Y | +58.4% | +333.8% | -275.3% | +55.8% |
| 5Y | +159.2% | +40.7% | +118.4% | +155.5% |
| All | +663.5% | -99.8% | +763.3% | +667.5% |
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