+11,341.0%
PHM vs RRC
+1,499.3%
+9,841.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -6.1% | +2.5% | -8.6% | -6.4% |
| 30D | +13.7% | +21.1% | -7.4% | +10.9% |
| 3M | -1.5% | +28.4% | -29.9% | -4.7% |
| 6M | +11.3% | +26.5% | -15.2% | +7.6% |
| YTD | +8.9% | +47.0% | -38.1% | +3.2% |
| 1Y | +6.1% | +35.2% | -29.1% | +1.5% |
| 3Y | +57.7% | +61.0% | -3.3% | +46.0% |
| 5Y | +159.0% | +133.6% | +25.3% | +123.8% |
| 10Y | +676.2% | +72.1% | +604.1% | +519.7% |
| All | +11,341.0% | +1,499.3% | +9,841.7% | +8,037.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling