+11,095.6%
PHM vs RJF
+49,848.3%
-38,752.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.8% |
| 7D | -3.2% | -0.6% | -2.6% | -2.9% |
| 30D | -6.4% | -1.3% | -5.2% | -6.0% |
| 3M | +5.5% | +18.9% | -13.4% | -3.0% |
| 6M | -5.4% | +15.0% | -20.5% | -11.8% |
| YTD | +6.6% | +12.2% | -5.6% | -0.2% |
| 1Y | -8.8% | +5.6% | -14.5% | -12.5% |
| 3Y | +54.1% | +74.9% | -20.7% | +14.9% |
| 5Y | +144.5% | +106.6% | +37.8% | +64.7% |
| 10Y | +569.4% | +433.1% | +136.4% | +169.3% |
| All | +11,095.6% | +49,848.3% | -38,752.7% | +904.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling