+683.0%
PHM vs RL
+369.1%
+313.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.0% |
| 7D | +2.9% | +1.3% | +1.6% | +2.3% |
| 30D | +16.5% | +7.6% | +8.9% | +13.0% |
| 3M | +0.6% | -1.5% | +2.2% | +1.0% |
| 6M | +11.6% | +12.1% | -0.5% | +5.6% |
| YTD | +12.1% | +13.9% | -1.8% | +5.1% |
| 1Y | +9.6% | +20.7% | -11.1% | +0.4% |
| 3Y | +62.3% | +260.6% | -198.3% | -8.3% |
| 5Y | +170.4% | +248.9% | -78.5% | +51.0% |
| 10Y | +683.0% | +355.9% | +327.1% | +267.5% |
| All | +683.0% | +369.1% | +313.9% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling