-30.2%
RIG vs PHM
+49.3%
-79.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.2% |
| 7D | -3.1% | -5.0% | +1.9% | -1.8% |
| 30D | -0.5% | -8.4% | +7.9% | +1.7% |
| 3M | -6.0% | -4.4% | -1.5% | -6.0% |
| 6M | -10.1% | -3.7% | -6.4% | -11.2% |
| YTD | +37.3% | +1.3% | +36.0% | +32.7% |
| 1Y | +73.9% | -14.0% | +88.0% | +79.4% |
| 3Y | -30.2% | +48.1% | -78.3% | -43.7% |
| All | -30.2% | +49.3% | -79.5% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling