+163.2%
PHM vs RJF
+81.1%
+82.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -4.1% | +3.6% | -7.7% | -5.5% |
| 30D | +16.1% | +7.2% | +8.9% | +13.0% |
| 3M | -2.5% | -6.5% | +4.0% | +0.2% |
| 6M | +12.9% | +10.3% | +2.6% | +8.0% |
| YTD | +9.0% | +6.5% | +2.5% | +5.0% |
| 1Y | +8.2% | +6.1% | +2.0% | +4.2% |
| 3Y | +58.4% | +74.9% | -16.4% | +17.8% |
| All | +163.2% | +81.1% | +82.1% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 5y: compounded portfolio wealth divided by compounded RJF 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…
5y analysis · Full analysis span regression · 6 months rolling