+10,701.6%
PHM vs RRX
+3,925.9%
+6,775.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.1% | -3.8% |
| 7D | -2.5% | +4.3% | -6.8% | -4.3% |
| 30D | -9.7% | -8.0% | -1.6% | -6.4% |
| 3M | +2.2% | -22.0% | +24.2% | +11.5% |
| 6M | -5.7% | -11.9% | +6.2% | -4.1% |
| YTD | +2.8% | +17.1% | -14.3% | -9.2% |
| 1Y | -14.4% | +14.9% | -29.3% | -24.5% |
| 3Y | +52.2% | +6.9% | +45.3% | +30.9% |
| 5Y | +154.3% | +19.6% | +134.7% | +103.1% |
| 10Y | +545.9% | +215.9% | +329.9% | +218.8% |
| All | +10,701.6% | +3,925.9% | +6,775.7% | +2,847.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling