+170.4%
PHM vs RVTY
-7.6%
+178.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.5% |
| 7D | +2.9% | -2.7% | +5.6% | +3.9% |
| 30D | +16.5% | +3.2% | +13.2% | +14.2% |
| 3M | +0.6% | +37.2% | -36.5% | -13.7% |
| 6M | +11.6% | +57.7% | -46.1% | -10.7% |
| YTD | +12.1% | +64.8% | -52.8% | -13.3% |
| 1Y | +9.6% | +72.8% | -63.2% | -17.2% |
| 3Y | +62.3% | +89.8% | -27.5% | +12.5% |
| 5Y | +170.4% | -8.4% | +178.8% | +172.2% |
| All | +170.4% | -7.6% | +178.0% | +172.2% |
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