+1,343.9%
PHM vs RCAT
-100.0%
+1,443.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.1% |
| 7D | -3.2% | -1.4% | -1.8% | -3.2% |
| 30D | -6.4% | -3.3% | -3.1% | -6.4% |
| 3M | +5.5% | -43.2% | +48.7% | +5.6% |
| 6M | -5.4% | -43.2% | +37.7% | -5.4% |
| YTD | +6.6% | +5.5% | +1.0% | +6.4% |
| 1Y | -8.8% | -1.6% | -7.2% | -9.0% |
| 3Y | +54.1% | +773.7% | -719.6% | +52.5% |
| 5Y | +144.5% | +187.6% | -43.2% | +142.2% |
| 10Y | +569.4% | -98.5% | +667.9% | +541.4% |
| All | +1,343.9% | -100.0% | +1,443.9% | +971.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling