+10,292.5%
RTX vs PHM
+11,952.1%
-1,659.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.7% |
| 7D | +1.4% | -4.8% | +6.2% | +2.6% |
| 30D | +7.8% | +16.5% | -8.7% | +3.8% |
| 3M | -9.8% | -2.0% | -7.8% | -9.8% |
| 6M | +13.5% | +12.7% | +0.9% | +9.6% |
| YTD | +10.9% | +11.2% | -0.2% | +6.9% |
| 1Y | +14.0% | +7.7% | +6.2% | +10.4% |
| 3Y | +159.9% | +60.9% | +99.0% | +121.3% |
| 5Y | +151.7% | +167.7% | -16.0% | +84.0% |
| 10Y | +269.0% | +692.1% | -423.1% | +103.9% |
| All | +10,292.5% | +11,952.1% | -1,659.6% | +2,531.3% |
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