+29,349.7%
ROP vs PHM
+4,449.7%
+24,900.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | -2.7% | -6.1% | +3.4% | -1.3% |
| 30D | +29.7% | +13.7% | +16.0% | +25.9% |
| 3M | +21.2% | -1.5% | +22.7% | +21.5% |
| 6M | +48.3% | +11.3% | +37.0% | +43.9% |
| YTD | +8.4% | +8.9% | -0.5% | +5.1% |
| 1Y | +6.0% | +6.1% | -0.1% | +3.3% |
| 3Y | -5.6% | +57.7% | -63.3% | -18.1% |
| 5Y | +1.3% | +159.0% | -157.7% | -23.4% |
| 10Y | +184.1% | +676.2% | -492.1% | +57.8% |
| All | +29,349.7% | +4,449.7% | +24,900.0% | +9,495.7% |
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