+1,049.0%
RMBS vs PHM
+3,936.5%
-2,887.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.9% |
| 7D | +3.0% | -2.5% | +5.4% | +3.8% |
| 30D | -14.4% | -9.7% | -4.8% | -11.6% |
| 3M | -42.8% | +2.2% | -45.1% | -43.8% |
| 6M | -1.4% | -5.7% | +4.3% | -0.1% |
| YTD | -5.4% | +2.8% | -8.3% | -7.2% |
| 1Y | +18.6% | -14.4% | +33.0% | +23.3% |
| 3Y | +57.3% | +52.2% | +5.1% | +32.5% |
| 5Y | +265.7% | +154.3% | +111.4% | +154.5% |
| 10Y | +546.0% | +545.9% | +0.2% | +207.1% |
| All | +1,049.0% | +3,936.5% | -2,887.5% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling