+47.0%
ROK vs PHM
+152.6%
-105.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +0.2% | -3.9% | +4.0% | +1.7% |
| 30D | -1.8% | -8.6% | +6.8% | +1.7% |
| 3M | -7.2% | -2.9% | -4.3% | -6.7% |
| 6M | +14.2% | -5.7% | +19.9% | +15.9% |
| YTD | +10.6% | +1.9% | +8.7% | +8.5% |
| 1Y | +25.9% | -12.3% | +38.2% | +30.9% |
| 3Y | +50.8% | +50.8% | 0.0% | +21.2% |
| 5Y | +47.0% | +157.3% | -110.2% | -9.2% |
| All | +47.0% | +152.6% | -105.5% | -9.2% |
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