+420.8%
RSG vs PHM
+568.1%
-147.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | 0.0% | -5.0% | +5.0% | +0.9% |
| 30D | +4.0% | -8.4% | +12.4% | +5.6% |
| 3M | +7.4% | -4.4% | +11.8% | +8.0% |
| 6M | +0.1% | -3.7% | +3.8% | +0.2% |
| YTD | +6.0% | +1.3% | +4.7% | +4.9% |
| 1Y | -3.0% | -14.0% | +11.1% | -1.2% |
| 3Y | +56.5% | +48.1% | +8.4% | +39.0% |
| 5Y | +90.9% | +158.8% | -67.9% | +45.2% |
| All | +420.8% | +568.1% | -147.3% | +212.9% |
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