+566.5%
PHM vs RL
+297.6%
+268.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.4% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | -8.6% | -17.5% | +9.0% | -1.3% |
| 3M | -2.9% | -14.0% | +11.1% | +2.8% |
| 6M | -5.7% | -2.0% | -3.7% | -5.7% |
| YTD | +1.9% | -4.6% | +6.5% | +2.7% |
| 1Y | -12.3% | +9.5% | -21.8% | -16.5% |
| 3Y | +50.8% | +200.5% | -149.7% | -8.3% |
| 5Y | +157.3% | +226.3% | -69.0% | +47.9% |
| 10Y | +566.5% | +304.8% | +261.8% | +229.1% |
| All | +566.5% | +297.6% | +268.9% | +229.1% |
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