+20.2%
RF vs PHM
+14.7%
+5.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.4% |
| 7D | -0.1% | +3.5% | -3.6% | -1.3% |
| 30D | +7.0% | +21.2% | -14.2% | +0.6% |
| 3M | -7.0% | +2.5% | -9.5% | -8.0% |
| 6M | +6.8% | +16.1% | -9.3% | +0.6% |
| YTD | +9.9% | +16.6% | -6.7% | +1.2% |
| All | +20.2% | +14.7% | +5.5% | +11.8% |
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 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