+1.3%
ROP vs PHM
+160.8%
-159.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | -2.7% | -6.1% | +3.4% | -1.2% |
| 30D | +29.7% | +13.7% | +16.0% | +25.8% |
| 3M | +21.2% | -1.5% | +22.7% | +21.4% |
| 6M | +48.3% | +11.3% | +37.0% | +43.7% |
| YTD | +8.4% | +8.9% | -0.5% | +4.8% |
| 1Y | +6.0% | +6.1% | -0.1% | +3.0% |
| 3Y | -5.6% | +57.7% | -63.3% | -21.1% |
| 5Y | +1.3% | +159.0% | -157.7% | -32.5% |
| All | +1.3% | +160.8% | -159.6% | -32.5% |
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