+24,936.4%
ROP vs PHM
+4,352.1%
+20,584.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -4.4% | -3.2% | -1.2% | -3.7% |
| 30D | +3.2% | -6.4% | +9.7% | +4.8% |
| 3M | +23.1% | +5.5% | +17.6% | +21.1% |
| 6M | +13.3% | -5.4% | +18.8% | +14.0% |
| YTD | -7.9% | +6.6% | -14.4% | -10.1% |
| 1Y | -22.1% | -8.8% | -13.2% | -21.4% |
| 3Y | -16.8% | +54.1% | -70.9% | -27.5% |
| 5Y | -13.5% | +144.5% | -158.0% | -33.8% |
| 10Y | +137.7% | +569.4% | -431.7% | +36.5% |
| All | +24,936.4% | +4,352.1% | +20,584.4% | +8,106.5% |
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 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