+238.8%
RCL vs PHM
+152.9%
+85.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +1.6% |
| 7D | -0.5% | -2.5% | +2.0% | +0.8% |
| 30D | -17.3% | -9.7% | -7.7% | -12.8% |
| 3M | -2.8% | +2.2% | -5.0% | -4.1% |
| 6M | -4.4% | -5.7% | +1.3% | -1.6% |
| YTD | -4.2% | +2.8% | -7.0% | -6.0% |
| 1Y | -23.4% | -14.4% | -8.9% | -17.7% |
| 3Y | +179.4% | +52.2% | +127.2% | +101.1% |
| 5Y | +238.8% | +154.3% | +84.5% | +61.4% |
| All | +238.8% | +152.9% | +85.9% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling