+42.1%
RF vs PHM
+175.2%
-133.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.4% |
| 7D | -0.9% | +6.2% | -7.1% | -3.2% |
| 30D | +6.0% | +17.9% | -11.9% | -0.4% |
| 3M | -8.9% | +2.5% | -11.4% | -10.1% |
| 6M | +2.3% | +10.8% | -8.5% | -2.4% |
| YTD | +7.6% | +13.7% | -6.2% | +0.9% |
| 1Y | +21.2% | +12.4% | +8.8% | +14.1% |
| 3Y | +108.5% | +65.6% | +42.9% | +65.1% |
| All | +42.1% | +175.2% | -133.1% | -14.7% |
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