+4,549.4%
RCL vs PHM
+4,846.2%
-296.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.6% |
| 3M | -9.6% | +5.5% | -15.1% | -11.7% |
| 6M | -6.7% | -5.4% | -1.2% | -4.3% |
| YTD | -3.9% | +6.6% | -10.5% | -6.7% |
| 1Y | -25.1% | -8.8% | -16.2% | -22.3% |
| 3Y | +179.1% | +54.1% | +125.0% | +121.6% |
| 5Y | +243.3% | +144.5% | +98.8% | +119.9% |
| 10Y | +325.8% | +569.4% | -243.7% | +76.3% |
| All | +4,549.4% | +4,846.2% | -296.9% | +747.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling