+3,598.4%
PHM vs RL
+1,366.2%
+2,232.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.8% |
| 7D | -3.2% | -0.8% | -2.4% | -2.9% |
| 30D | -6.4% | -7.8% | +1.3% | -3.3% |
| 3M | +5.5% | -4.0% | +9.5% | +7.0% |
| 6M | -5.4% | -1.9% | -3.6% | -5.6% |
| YTD | +6.6% | -0.2% | +6.7% | +5.3% |
| 1Y | -8.8% | +10.7% | -19.5% | -14.2% |
| 3Y | +54.1% | +210.8% | -156.6% | -12.0% |
| 5Y | +144.5% | +238.2% | -93.8% | +31.1% |
| 10Y | +569.4% | +313.4% | +256.0% | +188.1% |
| All | +3,598.4% | +1,366.2% | +2,232.3% | +805.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling