+53.7%
RMBS vs PHM
+49.3%
+4.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.3% |
| 7D | +1.8% | -5.0% | +6.7% | +3.8% |
| 30D | -13.9% | -8.4% | -5.5% | -11.0% |
| 3M | -39.8% | -4.4% | -35.4% | -39.5% |
| 6M | -6.0% | -3.7% | -2.3% | -5.8% |
| YTD | -5.4% | +1.3% | -6.6% | -7.8% |
| 1Y | -1.8% | -14.0% | +12.2% | +2.2% |
| 3Y | +53.7% | +48.1% | +5.5% | +10.8% |
| All | +53.7% | +49.3% | +4.3% | +10.8% |
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 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