+154.3%
PHM vs RVTY
-32.1%
+186.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -2.5% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | -9.7% | +10.8% | -20.5% | -13.9% |
| 3M | +2.2% | +26.8% | -24.6% | -8.5% |
| 6M | -5.7% | +39.3% | -45.0% | -19.7% |
| YTD | +2.8% | +31.6% | -28.8% | -11.1% |
| 1Y | -14.4% | +47.7% | -62.1% | -30.2% |
| 3Y | +52.2% | +19.9% | +32.3% | +31.7% |
| 5Y | +154.3% | -32.3% | +186.6% | +182.8% |
| All | +154.3% | -32.1% | +186.4% | +182.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling