-15.3%
ROP vs PHM
+152.9%
-168.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.7% | -2.0% |
| 7D | -5.4% | -2.5% | -2.9% | -4.9% |
| 30D | -1.6% | -9.7% | +8.0% | +0.6% |
| 3M | +18.8% | +2.2% | +16.6% | +17.8% |
| 6M | +8.2% | -5.7% | +13.9% | +9.0% |
| YTD | -10.5% | +2.8% | -13.3% | -12.1% |
| 1Y | -23.7% | -14.4% | -9.3% | -21.8% |
| 3Y | -17.9% | +52.2% | -70.1% | -30.8% |
| 5Y | -15.3% | +154.3% | -169.6% | -42.2% |
| All | -15.3% | +152.9% | -168.2% | -42.2% |
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 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