+302.7%
ROST vs PHM
+557.7%
-255.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.9% |
| 7D | -2.5% | -6.4% | +3.9% | 0.0% |
| 30D | -10.3% | -12.1% | +1.8% | -5.7% |
| 3M | -2.6% | -1.5% | -1.0% | -2.6% |
| 6M | +6.5% | -6.0% | +12.5% | +8.1% |
| YTD | +25.9% | -0.3% | +26.2% | +24.1% |
| 1Y | +52.3% | -13.3% | +65.7% | +58.4% |
| 3Y | +94.6% | +47.6% | +47.0% | +55.5% |
| 5Y | +111.1% | +154.7% | -43.6% | +28.1% |
| All | +302.7% | +557.7% | -255.0% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling