+154.7%
PHM vs RPRX
+72.5%
+82.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.1% |
| 7D | -6.4% | -8.0% | +1.7% | -3.6% |
| 30D | -12.1% | +2.1% | -14.2% | -12.8% |
| 3M | -1.5% | +8.2% | -9.7% | -4.4% |
| 6M | -6.0% | +28.9% | -34.9% | -14.3% |
| YTD | -0.3% | +54.1% | -54.4% | -14.7% |
| 1Y | -13.3% | +65.5% | -78.9% | -28.0% |
| 3Y | +47.6% | +117.3% | -69.7% | +9.1% |
| 5Y | +154.7% | +71.6% | +83.1% | +117.1% |
| All | +154.7% | +72.5% | +82.3% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 5y: compounded portfolio wealth divided by compounded RPRX 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…
5y analysis · Full analysis span regression · 6 months rolling