+17.0%
RSP vs PHM
-13.4%
+30.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.2% |
| 7D | -0.4% | -2.5% | +2.1% | +0.2% |
| 30D | -1.5% | -9.7% | +8.1% | +0.7% |
| 3M | +4.8% | +2.2% | +2.6% | +3.8% |
| 6M | +10.3% | -5.7% | +15.9% | +10.8% |
| YTD | +14.1% | +2.8% | +11.2% | +12.0% |
| 1Y | +17.0% | -14.4% | +31.4% | +19.2% |
| All | +17.0% | -13.4% | +30.4% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling