+53.1%
RGTI vs PHM
+130.9%
-77.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.5% |
| 7D | -0.1% | -6.4% | +6.2% | +2.9% |
| 30D | -16.2% | -12.1% | -4.1% | -11.2% |
| 3M | -22.0% | -1.5% | -20.5% | -22.5% |
| 6M | -10.8% | -6.0% | -4.8% | -9.6% |
| YTD | -31.6% | -0.3% | -31.3% | -33.5% |
| 1Y | -6.4% | -13.3% | +7.0% | -3.2% |
| 3Y | +665.7% | +47.6% | +618.1% | +486.4% |
| 5Y | +55.6% | +154.7% | -99.1% | -8.8% |
| All | +53.1% | +130.9% | -77.8% | -10.3% |
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