-24.2%
ROP vs PHM
-14.7%
-9.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -6.1% | -3.9% | -2.3% | -5.7% |
| 30D | -3.4% | -8.6% | +5.2% | -2.6% |
| 3M | +16.7% | -2.9% | +19.6% | +17.0% |
| 6M | +8.1% | -5.7% | +13.8% | +8.5% |
| YTD | -11.7% | +1.9% | -13.5% | -12.5% |
| 1Y | -24.2% | -12.3% | -11.9% | -23.8% |
| All | -24.2% | -14.7% | -9.6% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling