+209.8%
RSP vs PHM
+545.0%
-335.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.7% |
| 7D | -1.8% | -3.9% | +2.0% | -0.6% |
| 30D | -2.5% | -8.6% | +6.0% | +0.2% |
| 3M | +3.0% | -2.9% | +5.9% | +3.5% |
| 6M | +8.9% | -5.7% | +14.6% | +10.0% |
| YTD | +13.0% | +1.9% | +11.1% | +11.0% |
| 1Y | +16.2% | -12.3% | +28.6% | +19.5% |
| 3Y | +52.7% | +50.8% | +1.9% | +27.4% |
| 5Y | +50.5% | +157.3% | -106.8% | +1.5% |
| 10Y | +209.8% | +566.5% | -356.7% | +51.2% |
| All | +209.8% | +545.0% | -335.1% | +51.2% |
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