+267.4%
RTX vs PHM
+670.5%
-403.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +4.8% | -4.1% | +8.9% | +6.1% |
| 30D | +6.5% | +16.1% | -9.7% | +1.4% |
| 3M | -9.6% | -2.5% | -7.1% | -9.5% |
| 6M | +12.3% | +12.9% | -0.6% | +7.0% |
| YTD | +9.5% | +9.0% | +0.4% | +4.6% |
| 1Y | +15.8% | +8.2% | +7.7% | +10.6% |
| 3Y | +157.0% | +58.4% | +98.6% | +101.4% |
| 5Y | +148.8% | +159.2% | -10.4% | +50.7% |
| All | +267.4% | +670.5% | -403.1% | +39.6% |
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