+72.5%
RMD vs PHM
+59.3%
+13.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.1% | -4.1% | +6.2% | +3.3% |
| 30D | +2.1% | +16.1% | -14.1% | -2.3% |
| 3M | +6.2% | -2.5% | +8.7% | +6.8% |
| 6M | +19.4% | +12.9% | +6.5% | +14.8% |
| YTD | +0.5% | +9.0% | -8.5% | -3.0% |
| 1Y | -3.9% | +8.2% | -12.1% | -7.2% |
| 3Y | +72.5% | +58.4% | +14.1% | +45.8% |
| All | +72.5% | +59.3% | +13.3% | +45.8% |
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