+70,808.4%
ROST vs PHM
+11,456.8%
+59,351.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.9% | -3.2% | +4.1% | +1.8% |
| 30D | -8.9% | -6.4% | -2.5% | -7.3% |
| 3M | -0.8% | +5.5% | -6.3% | -2.6% |
| 6M | +8.5% | -5.4% | +13.9% | +9.5% |
| YTD | +28.6% | +6.6% | +22.0% | +25.4% |
| 1Y | +52.3% | -8.8% | +61.2% | +54.6% |
| 3Y | +94.8% | +54.1% | +40.7% | +68.1% |
| 5Y | +110.8% | +144.5% | -33.7% | +58.2% |
| 10Y | +304.5% | +569.4% | -264.9% | +127.0% |
| All | +70,808.4% | +11,456.8% | +59,351.6% | +15,001.1% |
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