+1,514.2%
RF vs PHM
+11,456.8%
-9,942.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.3% | -3.2% | +4.5% | +2.6% |
| 30D | -3.6% | -6.4% | +2.8% | -1.3% |
| 3M | +8.1% | +5.5% | +2.6% | +5.2% |
| 6M | +11.5% | -5.4% | +16.9% | +12.9% |
| YTD | +15.6% | +6.6% | +9.0% | +11.3% |
| 1Y | +15.7% | -8.8% | +24.5% | +18.0% |
| 3Y | +86.9% | +54.1% | +32.8% | +51.8% |
| 5Y | +89.8% | +144.5% | -54.7% | +24.3% |
| 10Y | +344.7% | +569.4% | -224.7% | +85.8% |
| All | +1,514.2% | +11,456.8% | -9,942.6% | +268.5% |
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