+129.7%
ROP vs PHM
+557.7%
-427.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | +0.1% |
| 7D | -8.0% | -6.4% | -1.6% | -6.4% |
| 30D | -2.7% | -12.1% | +9.4% | +0.5% |
| 3M | +16.6% | -1.5% | +18.1% | +16.6% |
| 6M | +10.4% | -6.0% | +16.4% | +11.3% |
| YTD | -12.1% | -0.3% | -11.8% | -13.1% |
| 1Y | -23.6% | -13.3% | -10.3% | -21.8% |
| 3Y | -19.3% | +47.6% | -66.9% | -31.0% |
| 5Y | -15.4% | +154.7% | -170.1% | -40.1% |
| All | +129.7% | +557.7% | -427.9% | +23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling