+11,095.6%
PHM vs RVTY
+2,416.7%
+8,678.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.2% | +1.1% | -4.3% | -3.6% |
| 30D | -6.4% | +13.2% | -19.7% | -10.6% |
| 3M | +5.5% | +27.2% | -21.8% | -3.6% |
| 6M | -5.4% | +32.4% | -37.9% | -15.2% |
| YTD | +6.6% | +34.9% | -28.3% | -5.6% |
| 1Y | -8.8% | +52.4% | -61.2% | -22.9% |
| 3Y | +54.1% | +12.3% | +41.8% | +41.9% |
| 5Y | +144.5% | -30.8% | +175.3% | +163.6% |
| 10Y | +569.4% | +150.7% | +418.7% | +357.6% |
| All | +11,095.6% | +2,416.7% | +8,678.9% | +2,867.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling