+42.1%
RKT vs PHM
+52.3%
-10.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | +1.6% |
| 7D | +6.0% | -2.5% | +8.5% | +8.6% |
| 30D | +0.7% | -9.7% | +10.3% | +11.0% |
| 3M | +11.8% | +2.2% | +9.6% | +10.3% |
| 6M | -7.6% | -5.7% | -1.9% | -1.5% |
| YTD | -28.7% | +2.8% | -31.5% | -29.8% |
| 1Y | -32.6% | -14.4% | -18.1% | -21.7% |
| 3Y | +42.1% | +52.2% | -10.1% | -20.1% |
| All | +42.1% | +52.3% | -10.2% | -20.1% |
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