-27.1%
RKT vs PHM
+182.2%
-209.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -1.4% |
| 7D | -6.3% | -5.0% | -1.3% | -2.3% |
| 30D | -6.2% | -8.4% | +2.2% | +0.8% |
| 3M | -1.9% | -4.4% | +2.6% | +2.4% |
| 6M | -13.0% | -3.7% | -9.3% | -9.1% |
| YTD | -31.9% | +1.3% | -33.2% | -31.6% |
| 1Y | -37.6% | -14.0% | -23.5% | -28.9% |
| 3Y | +36.8% | +48.1% | -11.3% | +4.4% |
| 5Y | -9.7% | +158.8% | -168.5% | -54.8% |
| All | -27.1% | +182.2% | -209.3% | -65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling