+31.3%
RMBS vs PHM
+59.3%
-27.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +10.3% | -4.1% | +14.5% | +12.0% |
| 30D | -10.7% | +16.1% | -26.9% | -16.6% |
| 3M | -17.2% | -2.5% | -14.7% | -17.1% |
| 6M | -39.0% | +12.9% | -51.9% | -43.3% |
| YTD | -10.5% | +9.0% | -19.5% | -15.8% |
| 1Y | -11.0% | +8.2% | -19.1% | -16.2% |
| 3Y | +31.3% | +58.4% | -27.1% | -19.0% |
| All | +31.3% | +59.3% | -27.9% | -19.0% |
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