+15,354.0%
ROK vs PHM
+11,456.8%
+3,897.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.7% | -3.2% | +3.9% | +1.6% |
| 30D | -3.3% | -6.4% | +3.1% | -1.5% |
| 3M | -5.9% | +5.5% | -11.4% | -7.6% |
| 6M | +13.9% | -5.4% | +19.3% | +15.2% |
| YTD | +12.6% | +6.6% | +6.0% | +9.9% |
| 1Y | +28.6% | -8.8% | +37.4% | +31.0% |
| 3Y | +45.1% | +54.1% | -9.0% | +25.4% |
| 5Y | +45.6% | +144.5% | -98.9% | +8.5% |
| 10Y | +345.0% | +569.4% | -224.4% | +139.4% |
| All | +15,354.0% | +11,456.8% | +3,897.2% | +3,446.6% |
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