+11,575.4%
PHM vs RVTY
+2,959.8%
+8,615.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.8% | -0.7% | -4.0% | -4.6% |
| 30D | +16.5% | +1.7% | +14.8% | +15.2% |
| 3M | -2.0% | +36.8% | -38.8% | -13.3% |
| 6M | +12.7% | +60.1% | -47.4% | -6.2% |
| YTD | +11.2% | +64.0% | -52.8% | -9.1% |
| 1Y | +7.7% | +68.2% | -60.5% | -12.7% |
| 3Y | +60.9% | +88.8% | -27.9% | +22.9% |
| 5Y | +167.7% | -10.5% | +178.2% | +161.4% |
| 10Y | +692.1% | +219.7% | +472.4% | +392.2% |
| All | +11,575.4% | +2,959.8% | +8,615.7% | +2,758.4% |
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