+9,763.6%
ROL vs PHM
+12,545.8%
-2,782.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.6% |
| 7D | +7.5% | +3.5% | +4.0% | +6.7% |
| 30D | +21.1% | +21.2% | -0.1% | +16.5% |
| 3M | +3.1% | +2.5% | +0.7% | +2.5% |
| 6M | -27.4% | +16.1% | -43.5% | -29.9% |
| YTD | -34.7% | +16.6% | -51.3% | -37.2% |
| 1Y | -32.9% | +14.4% | -47.4% | -35.3% |
| 3Y | +6.1% | +71.9% | -65.7% | -7.7% |
| 5Y | +16.3% | +174.3% | -158.0% | -9.8% |
| 10Y | +214.9% | +744.0% | -529.1% | +84.7% |
| All | +9,763.6% | +12,545.8% | -2,782.3% | +3,568.3% |
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