+43,271.5%
RMD vs PHM
+4,540.6%
+38,730.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.1% | -4.1% | +6.2% | +2.9% |
| 30D | +2.1% | +16.1% | -14.1% | -1.1% |
| 3M | +6.2% | -2.5% | +8.7% | +6.6% |
| 6M | +19.4% | +12.9% | +6.5% | +16.1% |
| YTD | +0.5% | +9.0% | -8.5% | -1.9% |
| 1Y | -3.9% | +8.2% | -12.1% | -6.1% |
| 3Y | +72.5% | +58.4% | +14.1% | +54.0% |
| 5Y | -1.5% | +159.2% | -160.7% | -21.5% |
| 10Y | +345.8% | +676.9% | -331.1% | +172.2% |
| All | +43,271.5% | +4,540.6% | +38,730.8% | +12,918.8% |
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