+747.8%
PHM vs RNG
+309.1%
+438.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.8% | -2.8% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | -9.7% | +11.4% | -21.0% | -11.4% |
| 3M | +2.2% | +72.1% | -69.9% | -7.7% |
| 6M | -5.7% | +67.9% | -73.6% | -15.5% |
| YTD | +2.8% | +144.3% | -141.5% | -15.4% |
| 1Y | -14.4% | +117.5% | -131.9% | -28.3% |
| 3Y | +52.2% | +123.9% | -71.7% | +22.8% |
| 5Y | +154.3% | -70.1% | +224.4% | +164.7% |
| 10Y | +545.9% | +215.9% | +330.0% | +332.2% |
| All | +747.8% | +309.1% | +438.7% | +445.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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