+180.6%
RCL vs PHM
+61.0%
+119.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -5.1% | -3.2% | -1.9% | -3.7% |
| 30D | -19.0% | -6.4% | -12.6% | -16.5% |
| 3M | -9.6% | +5.5% | -15.1% | -11.7% |
| 6M | -6.7% | -5.4% | -1.2% | -4.8% |
| YTD | -3.9% | +6.6% | -10.5% | -6.6% |
| 1Y | -25.1% | -8.8% | -16.2% | -23.1% |
| All | +180.6% | +61.0% | +119.6% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling