+41,132.7%
RMD vs PHM
+4,437.2%
+36,695.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -5.0% | -3.2% | -1.8% | -4.3% |
| 30D | +2.2% | -6.4% | +8.7% | +3.6% |
| 3M | +17.8% | +5.5% | +12.4% | +16.4% |
| 6M | -11.3% | -5.4% | -5.9% | -10.6% |
| YTD | -4.4% | +6.6% | -11.0% | -6.1% |
| 1Y | -15.7% | -8.8% | -6.9% | -14.7% |
| 3Y | +47.7% | +54.1% | -6.4% | +32.7% |
| 5Y | -19.2% | +144.5% | -163.7% | -34.9% |
| 10Y | +280.4% | +569.4% | -289.0% | +139.2% |
| All | +41,132.7% | +4,437.2% | +36,695.5% | +12,352.8% |
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 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