+583.5%
RVMD vs PHM
+149.8%
+433.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.1% |
| 7D | -3.6% | -6.4% | +2.8% | -0.7% |
| 30D | -1.1% | -12.1% | +11.0% | +4.6% |
| 3M | +41.0% | -1.5% | +42.6% | +40.1% |
| 6M | +105.7% | -6.0% | +111.7% | +107.7% |
| YTD | +155.3% | -0.3% | +155.6% | +148.7% |
| 1Y | +402.7% | -13.3% | +416.1% | +423.7% |
| 3Y | +533.1% | +47.6% | +485.5% | +356.0% |
| 5Y | +583.5% | +154.7% | +428.8% | +230.3% |
| All | +583.5% | +149.8% | +433.7% | +230.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling