+605.1%
RVMD vs PHM
+171.6%
+433.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.4% |
| 7D | -3.0% | -5.0% | +2.0% | -0.9% |
| 30D | -0.7% | -8.4% | +7.7% | +2.6% |
| 3M | +36.5% | -4.4% | +41.0% | +37.7% |
| 6M | +104.6% | -3.7% | +108.4% | +104.7% |
| YTD | +155.8% | +1.3% | +154.5% | +149.1% |
| 1Y | +340.7% | -14.0% | +354.7% | +358.4% |
| 3Y | +519.9% | +48.1% | +471.8% | +388.5% |
| 5Y | +584.9% | +158.8% | +426.2% | +311.4% |
| All | +605.1% | +171.6% | +433.5% | +360.2% |
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 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