+2.0%
RDW vs PHM
+191.6%
-189.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -3.0% |
| 7D | +0.9% | -5.0% | +5.8% | +3.0% |
| 30D | -21.3% | -8.4% | -12.8% | -18.3% |
| 3M | -37.9% | -4.4% | -33.4% | -37.5% |
| 6M | +12.3% | -3.7% | +16.0% | +12.1% |
| YTD | +39.7% | +1.3% | +38.5% | +34.7% |
| 1Y | +25.7% | -14.0% | +39.7% | +30.8% |
| 3Y | +230.8% | +48.1% | +182.7% | +153.5% |
| 5Y | -8.8% | +158.8% | -167.5% | -47.3% |
| All | +2.0% | +191.6% | -189.6% | -43.5% |
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