+519.9%
RVMD vs PHM
+49.3%
+470.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.3% |
| 7D | -3.0% | -5.0% | +2.0% | -1.3% |
| 30D | -0.7% | -8.4% | +7.7% | +2.0% |
| 3M | +36.5% | -4.4% | +41.0% | +37.3% |
| 6M | +104.6% | -3.7% | +108.4% | +104.3% |
| YTD | +155.8% | +1.3% | +154.5% | +149.3% |
| 1Y | +340.7% | -14.0% | +354.7% | +357.3% |
| 3Y | +519.9% | +48.1% | +471.8% | +303.2% |
| All | +519.9% | +49.3% | +470.6% | +303.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling