+8.2%
PHM vs RL
+15.3%
-7.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.6% |
| 7D | -4.1% | +2.6% | -6.7% | -5.3% |
| 30D | +16.1% | +2.9% | +13.2% | +14.5% |
| 3M | -2.5% | 0.0% | -2.5% | -2.7% |
| 6M | +12.9% | +17.1% | -4.2% | +4.2% |
| YTD | +9.0% | +10.1% | -1.1% | +2.3% |
| 1Y | +8.2% | +17.3% | -9.1% | -2.7% |
| All | +8.2% | +15.3% | -7.1% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling