+163.2%
PHM vs RPRX
+85.8%
+77.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -4.1% | +3.0% | -7.1% | -5.2% |
| 30D | +16.1% | +17.5% | -1.3% | +9.4% |
| 3M | -2.5% | +18.8% | -21.3% | -8.7% |
| 6M | +12.9% | +31.3% | -18.3% | +1.5% |
| YTD | +9.0% | +81.8% | -72.8% | -13.7% |
| 1Y | +8.2% | +77.8% | -69.7% | -13.7% |
| 3Y | +58.4% | +176.0% | -117.6% | +2.4% |
| All | +163.2% | +85.8% | +77.4% | +118.6% |
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