+342.5%
RCL vs PHM
+545.0%
-202.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.2% |
| 7D | -2.2% | -3.9% | +1.7% | +0.1% |
| 30D | -15.7% | -8.6% | -7.1% | -11.2% |
| 3M | -8.0% | -2.9% | -5.0% | -6.6% |
| 6M | -10.1% | -5.7% | -4.4% | -7.2% |
| YTD | -5.9% | +1.9% | -7.7% | -7.5% |
| 1Y | -23.5% | -12.3% | -11.2% | -18.2% |
| 3Y | +174.4% | +50.8% | +123.6% | +96.4% |
| 5Y | +227.1% | +157.3% | +69.8% | +59.1% |
| 10Y | +342.5% | +566.5% | -224.0% | +16.9% |
| All | +342.5% | +545.0% | -202.5% | +16.9% |
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 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