+156.9%
PHM vs RRX
+17.8%
+139.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.2% |
| 7D | -5.0% | -0.3% | -4.6% | -4.9% |
| 30D | -8.4% | -6.1% | -2.3% | -6.4% |
| 3M | -4.4% | -23.1% | +18.6% | +3.4% |
| 6M | -3.7% | -19.5% | +15.8% | +1.1% |
| YTD | +1.3% | +16.1% | -14.8% | -9.9% |
| 1Y | -14.0% | +12.9% | -27.0% | -23.3% |
| 3Y | +48.1% | +7.9% | +40.2% | +29.9% |
| All | +156.9% | +17.8% | +139.1% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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