+65.3%
RIG vs PHM
+149.8%
-84.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.6% |
| 7D | -4.2% | -6.4% | +2.2% | -2.6% |
| 30D | -0.7% | -12.1% | +11.4% | +2.4% |
| 3M | -4.0% | -1.5% | -2.4% | -4.7% |
| 6M | -6.3% | -6.0% | -0.3% | -6.5% |
| YTD | +39.7% | -0.3% | +40.0% | +36.7% |
| 1Y | +78.1% | -13.3% | +91.4% | +81.7% |
| 3Y | -29.5% | +47.6% | -77.0% | -38.6% |
| 5Y | +65.3% | +154.7% | -89.4% | +18.9% |
| All | +65.3% | +149.8% | -84.5% | +18.9% |
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