+4,867.9%
RIO vs PHM
+15,947.5%
-11,079.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | -4.1% | +3.2% | +0.1% |
| 30D | -9.1% | +16.1% | -25.2% | -12.6% |
| 3M | -13.7% | -2.5% | -11.2% | -13.4% |
| 6M | -24.3% | +12.9% | -37.3% | -27.1% |
| YTD | +8.9% | +9.0% | -0.1% | +5.4% |
| 1Y | +22.7% | +8.2% | +14.5% | +18.8% |
| 3Y | +51.2% | +58.4% | -7.3% | +30.3% |
| 5Y | +88.1% | +159.2% | -71.1% | +39.2% |
| 10Y | +352.3% | +676.9% | -324.5% | +139.4% |
| All | +4,867.9% | +15,947.5% | -11,079.6% | +1,625.6% |
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