+261.4%
PHM vs RPRX
+66.6%
+194.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.2% | +5.1% | -8.3% | -4.6% |
| 30D | -6.4% | +11.2% | -17.6% | -9.3% |
| 3M | +5.5% | +16.7% | -11.2% | +0.8% |
| 6M | -5.4% | +36.0% | -41.4% | -13.6% |
| YTD | +6.6% | +67.8% | -61.2% | -8.4% |
| 1Y | -8.8% | +76.7% | -85.5% | -23.0% |
| 3Y | +54.1% | +128.1% | -74.0% | +19.6% |
| 5Y | +144.5% | +82.9% | +61.6% | +103.6% |
| All | +261.4% | +66.6% | +194.8% | +201.1% |
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 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