+273.7%
RMD vs PHM
+557.7%
-284.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.4% |
| 7D | -4.2% | -6.4% | +2.2% | -2.5% |
| 30D | -2.1% | -12.1% | +10.0% | +1.3% |
| 3M | +13.8% | -1.5% | +15.3% | +14.0% |
| 6M | -10.6% | -6.0% | -4.6% | -9.5% |
| YTD | -8.1% | -0.3% | -7.8% | -8.6% |
| 1Y | -18.0% | -13.3% | -4.6% | -15.7% |
| 3Y | +52.9% | +47.6% | +5.3% | +34.6% |
| 5Y | -22.3% | +154.7% | -177.0% | -41.6% |
| All | +273.7% | +557.7% | -284.0% | +99.9% |
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