+1,992.3%
RSG vs PHM
+1,891.7%
+100.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | 0.0% | -3.9% | +3.8% | +0.7% |
| 30D | +3.7% | -8.6% | +12.2% | +5.3% |
| 3M | +6.2% | -2.9% | +9.1% | +6.4% |
| 6M | -2.8% | -5.7% | +2.9% | -2.3% |
| YTD | +5.9% | +1.9% | +4.0% | +4.7% |
| 1Y | -1.8% | -12.3% | +10.6% | -0.4% |
| 3Y | +57.5% | +50.8% | +6.7% | +41.4% |
| 5Y | +91.1% | +157.3% | -66.2% | +51.9% |
| 10Y | +428.1% | +566.5% | -138.5% | +236.5% |
| All | +1,992.3% | +1,891.7% | +100.5% | +643.1% |
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