+375.0%
RCL vs PHM
+709.0%
-333.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.7% | +3.1% |
| 7D | +8.5% | +2.9% | +5.6% | +6.6% |
| 30D | +20.4% | +16.5% | +3.9% | +9.6% |
| 3M | +11.0% | +0.6% | +10.4% | +9.7% |
| 6M | +24.9% | +11.6% | +13.3% | +15.9% |
| YTD | +23.9% | +12.1% | +11.8% | +14.2% |
| 1Y | +30.8% | +9.6% | +21.2% | +22.2% |
| 3Y | +270.4% | +62.3% | +208.1% | +152.8% |
| 5Y | +296.1% | +170.4% | +125.7% | +86.1% |
| 10Y | +375.0% | +683.0% | -308.0% | +13.8% |
| All | +375.0% | +709.0% | -333.9% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling