-23.5%
RCL vs PHM
-14.7%
-8.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.2% |
| 7D | -2.2% | -3.9% | +1.7% | +0.3% |
| 30D | -15.7% | -8.6% | -7.1% | -10.7% |
| 3M | -8.0% | -2.9% | -5.0% | -6.7% |
| 6M | -10.1% | -5.7% | -4.4% | -8.2% |
| YTD | -5.9% | +1.9% | -7.7% | -8.6% |
| 1Y | -23.5% | -12.3% | -11.2% | -23.7% |
| All | -23.5% | -14.7% | -8.8% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling