-9.7%
RKT vs PHM
+152.6%
-162.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.8% | -1.9% |
| 7D | -1.0% | -3.9% | +2.9% | +2.5% |
| 30D | -2.4% | -8.6% | +6.2% | +5.6% |
| 3M | +1.9% | -2.9% | +4.8% | +5.3% |
| 6M | -13.9% | -5.7% | -8.2% | -8.2% |
| YTD | -30.6% | +1.9% | -32.5% | -30.8% |
| 1Y | -34.4% | -12.3% | -22.0% | -25.9% |
| 3Y | +38.2% | +50.8% | -12.6% | -1.0% |
| 5Y | -9.7% | +157.3% | -167.0% | -60.8% |
| All | -9.7% | +152.6% | -162.2% | -60.8% |
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 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