+52.2%
PHM vs RRC
+32.7%
+19.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.3% | -3.5% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | -9.7% | +9.4% | -19.1% | -10.2% |
| 3M | +2.2% | +7.4% | -5.2% | +1.6% |
| 6M | -5.7% | +1.5% | -7.1% | -6.1% |
| YTD | +2.8% | +19.4% | -16.6% | +0.2% |
| 1Y | -14.4% | +24.2% | -38.6% | -17.3% |
| 3Y | +52.2% | +32.8% | +19.4% | +43.7% |
| All | +52.2% | +32.7% | +19.5% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling