-13.3%
PHM vs RVTY
+43.1%
-56.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.3% |
| 7D | -6.4% | -7.4% | +1.1% | -3.9% |
| 30D | -12.1% | +4.5% | -16.6% | -13.5% |
| 3M | -1.5% | +19.5% | -21.0% | -8.0% |
| 6M | -6.0% | +34.1% | -40.1% | -16.4% |
| YTD | -0.3% | +25.3% | -25.6% | -11.1% |
| 1Y | -13.3% | +47.0% | -60.3% | -28.1% |
| All | -13.3% | +43.1% | -56.4% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling