+1,440.6%
PHM vs RCAT
-100.0%
+1,540.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +18.6% | -20.6% | -2.0% |
| 7D | +6.2% | -12.7% | +19.0% | +6.2% |
| 30D | +17.9% | -34.3% | +52.3% | +18.1% |
| 3M | +2.5% | -53.4% | +55.9% | +2.7% |
| 6M | +10.8% | -62.0% | +72.8% | +11.0% |
| YTD | +13.7% | -49.1% | +62.8% | +13.8% |
| 1Y | +12.4% | -53.1% | +65.5% | +12.4% |
| 3Y | +65.6% | +318.7% | -253.0% | +64.2% |
| 5Y | +175.3% | +48.5% | +126.8% | +173.3% |
| 10Y | +713.9% | -99.6% | +813.5% | +682.5% |
| All | +1,440.6% | -100.0% | +1,540.6% | +1,045.0% |
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