-68.1%
RGTI vs PHM
+16.2%
-84.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.2% | -6.0% | +0.3% |
| 7D | -9.6% | +13.6% | -23.2% | -11.3% |
| 30D | -26.0% | +19.3% | -45.3% | -28.1% |
| 3M | -35.8% | +3.5% | -39.2% | -36.3% |
| 6M | -36.7% | +18.6% | -55.3% | -39.0% |
| YTD | -49.4% | +16.7% | -66.1% | -52.3% |
| 1Y | -68.1% | +14.6% | -82.8% | -71.4% |
| All | -68.1% | +16.2% | -84.3% | -71.4% |
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