+108.2%
ROST vs PHM
+152.6%
-44.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.4% |
| 7D | -2.2% | -3.9% | +1.6% | -0.9% |
| 30D | -11.4% | -8.6% | -2.9% | -8.7% |
| 3M | -1.6% | -2.9% | +1.3% | -1.2% |
| 6M | +6.8% | -5.7% | +12.5% | +8.1% |
| YTD | +25.8% | +1.9% | +24.0% | +23.2% |
| 1Y | +52.4% | -12.3% | +64.7% | +57.2% |
| 3Y | +94.4% | +50.8% | +43.6% | +55.1% |
| 5Y | +108.2% | +157.3% | -49.1% | +21.4% |
| All | +108.2% | +152.6% | -44.3% | +21.4% |
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 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