+52.2%
PHM vs RCAT
+796.4%
-744.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.4% | -3.6% |
| 7D | -2.5% | +5.4% | -7.9% | -2.6% |
| 30D | -9.7% | -5.6% | -4.1% | -9.6% |
| 3M | +2.2% | -30.2% | +32.4% | +2.9% |
| 6M | -5.7% | -43.4% | +37.7% | -5.0% |
| YTD | +2.8% | +9.6% | -6.8% | +1.3% |
| 1Y | -14.4% | -2.0% | -12.4% | -16.0% |
| 3Y | +52.2% | +825.0% | -772.8% | +45.3% |
| All | +52.2% | +796.4% | -744.2% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling