+558.9%
RMBS vs PHM
+568.1%
-9.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.3% |
| 7D | +1.8% | -5.0% | +6.7% | +3.7% |
| 30D | -13.9% | -8.4% | -5.5% | -11.2% |
| 3M | -39.8% | -4.4% | -35.4% | -39.4% |
| 6M | -6.0% | -3.7% | -2.3% | -5.4% |
| YTD | -5.4% | +1.3% | -6.6% | -7.0% |
| 1Y | -1.8% | -14.0% | +12.2% | +2.2% |
| 3Y | +53.7% | +48.1% | +5.5% | +26.7% |
| 5Y | +268.5% | +158.8% | +109.7% | +140.4% |
| All | +558.9% | +568.1% | -9.3% | +185.1% |
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 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