+269.6%
PHM vs RPRX
+80.6%
+189.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -4.1% | +3.0% | -7.1% | -5.0% |
| 30D | +16.1% | +17.5% | -1.3% | +10.9% |
| 3M | -2.5% | +18.8% | -21.3% | -7.2% |
| 6M | +12.9% | +31.3% | -18.3% | +4.2% |
| YTD | +9.0% | +81.8% | -72.8% | -8.4% |
| 1Y | +8.2% | +77.8% | -69.7% | -8.6% |
| 3Y | +58.4% | +176.0% | -117.6% | +16.4% |
| 5Y | +159.2% | +85.8% | +73.3% | +113.4% |
| All | +269.6% | +80.6% | +189.1% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling