+1,402.2%
RF vs PHM
+12,230.3%
-10,828.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.4% |
| 7D | -0.9% | +6.2% | -7.1% | -3.3% |
| 30D | +6.0% | +17.9% | -11.9% | -0.8% |
| 3M | -8.9% | +2.5% | -11.4% | -10.3% |
| 6M | +2.3% | +10.8% | -8.5% | -2.6% |
| YTD | +7.6% | +13.7% | -6.2% | +0.6% |
| 1Y | +21.2% | +12.4% | +8.8% | +13.8% |
| 3Y | +108.5% | +65.6% | +42.9% | +64.6% |
| 5Y | +43.2% | +175.3% | -132.1% | -10.6% |
| 10Y | +288.1% | +713.9% | -425.9% | +50.1% |
| All | +1,402.2% | +12,230.3% | -10,828.1% | +233.2% |
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