+154.7%
PHM vs RJF
+101.5%
+53.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | -6.4% | -4.2% | -2.2% | -4.7% |
| 30D | -12.1% | -3.6% | -8.5% | -10.8% |
| 3M | -1.5% | +15.6% | -17.2% | -7.5% |
| 6M | -6.0% | +17.6% | -23.6% | -12.4% |
| YTD | -0.3% | +9.2% | -9.5% | -4.9% |
| 1Y | -13.3% | +5.5% | -18.9% | -16.3% |
| 3Y | +47.6% | +70.3% | -22.7% | +11.9% |
| 5Y | +154.7% | +106.0% | +48.7% | +74.5% |
| All | +154.7% | +101.5% | +53.2% | +74.5% |
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