-35.9%
RBLX vs PHM
+163.2%
-199.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.2% |
| 7D | +8.0% | -3.9% | +11.9% | +10.0% |
| 30D | +20.2% | -8.6% | +28.7% | +25.2% |
| 3M | +3.5% | -2.9% | +6.5% | +4.7% |
| 6M | -28.9% | -5.7% | -23.2% | -27.5% |
| YTD | -45.1% | +1.9% | -46.9% | -46.6% |
| 1Y | -66.2% | -12.3% | -53.9% | -64.9% |
| 3Y | +53.5% | +50.8% | +2.7% | -0.2% |
| 5Y | -48.4% | +157.3% | -205.7% | -78.8% |
| All | -35.9% | +163.2% | -199.1% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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