+56.8%
RGTI vs PHM
+156.2%
-99.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.1% |
| 7D | +0.5% | -5.0% | +5.4% | +2.9% |
| 30D | -17.1% | -8.4% | -8.7% | -13.6% |
| 3M | -26.0% | -4.4% | -21.6% | -25.4% |
| 6M | -9.9% | -3.7% | -6.1% | -9.7% |
| YTD | -31.1% | +1.3% | -32.3% | -33.8% |
| 1Y | -8.5% | -14.0% | +5.5% | -4.7% |
| 3Y | +652.2% | +48.1% | +604.1% | +455.1% |
| All | +56.8% | +156.2% | -99.4% | -16.1% |
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