-22.2%
RMD vs PHM
+152.9%
-175.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.1% |
| 7D | -4.5% | -2.5% | -2.0% | -3.7% |
| 30D | +4.6% | -9.7% | +14.3% | +8.0% |
| 3M | +14.8% | +2.2% | +12.6% | +13.7% |
| 6M | -12.1% | -5.7% | -6.4% | -10.9% |
| YTD | -7.5% | +2.8% | -10.3% | -9.2% |
| 1Y | -20.1% | -14.4% | -5.6% | -17.0% |
| 3Y | +53.9% | +52.2% | +1.7% | +27.5% |
| 5Y | -22.2% | +154.3% | -176.5% | -48.0% |
| All | -22.2% | +152.9% | -175.1% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling