+11.1%
RDW vs PHM
+16.2%
-5.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.2% | -12.1% | -5.6% |
| 7D | -14.3% | +13.6% | -27.9% | -16.0% |
| 30D | -26.0% | +19.3% | -45.3% | -28.1% |
| 3M | -27.4% | +3.5% | -30.9% | -27.7% |
| 6M | -10.6% | +18.6% | -29.2% | -14.2% |
| YTD | +1.6% | +16.7% | -15.1% | -7.7% |
| 1Y | +11.1% | +14.6% | -3.5% | -3.3% |
| All | +11.1% | +16.2% | -5.1% | -3.3% |
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