+10,035.4%
RTX vs PHM
+12,545.8%
-2,510.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +3.0% |
| 7D | -3.2% | +3.5% | -6.7% | -4.1% |
| 30D | +5.6% | +21.2% | -15.6% | +0.7% |
| 3M | -11.7% | +2.5% | -14.2% | -12.5% |
| 6M | +12.3% | +16.1% | -3.8% | +7.7% |
| YTD | +8.2% | +16.6% | -8.4% | +3.1% |
| 1Y | +12.6% | +14.4% | -1.9% | +7.6% |
| 3Y | +152.8% | +71.9% | +81.0% | +112.0% |
| 5Y | +140.2% | +174.3% | -34.1% | +74.7% |
| 10Y | +273.8% | +744.0% | -470.2% | +103.6% |
| All | +10,035.4% | +12,545.8% | -2,510.4% | +2,438.8% |
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