+1,127.7%
RSP vs PHM
+947.1%
+180.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.8% | -3.2% | +2.4% | +0.1% |
| 30D | -0.3% | -6.4% | +6.1% | +1.5% |
| 3M | +4.3% | +5.5% | -1.2% | +2.3% |
| 6M | +8.8% | -5.4% | +14.3% | +9.8% |
| YTD | +15.3% | +6.6% | +8.7% | +12.1% |
| 1Y | +18.3% | -8.8% | +27.1% | +19.9% |
| 3Y | +52.8% | +54.1% | -1.3% | +30.4% |
| 5Y | +51.7% | +144.5% | -92.8% | +10.9% |
| 10Y | +208.5% | +569.4% | -361.0% | +60.8% |
| All | +1,127.7% | +947.1% | +180.6% | +289.7% |
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