-41.5%
RIG vs PHM
+4,007.2%
-4,048.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -0.6% |
| 7D | -2.7% | -2.5% | -0.2% | -2.0% |
| 30D | +9.5% | -9.7% | +19.2% | +12.3% |
| 3M | -6.6% | +2.2% | -8.9% | -8.2% |
| 6M | -2.9% | -5.7% | +2.8% | -3.0% |
| YTD | +39.5% | +2.8% | +36.6% | +35.9% |
| 1Y | +82.3% | -14.4% | +96.7% | +86.3% |
| 3Y | -29.6% | +52.2% | -81.8% | -39.3% |
| 5Y | +63.2% | +154.3% | -91.1% | +18.8% |
| 10Y | -45.0% | +545.9% | -590.8% | -68.6% |
| All | -41.5% | +4,007.2% | -4,048.6% | -79.7% |
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 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