+617.4%
RVMD vs PHM
+175.8%
+441.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | +0.2% |
| 7D | -1.2% | -2.5% | +1.3% | -0.2% |
| 30D | +1.1% | -9.7% | +10.7% | +5.0% |
| 3M | +39.6% | +2.2% | +37.4% | +36.8% |
| 6M | +110.7% | -5.7% | +116.4% | +112.6% |
| YTD | +160.3% | +2.8% | +157.5% | +151.9% |
| 1Y | +404.9% | -14.4% | +419.3% | +426.9% |
| 3Y | +545.5% | +52.2% | +493.2% | +402.8% |
| 5Y | +584.7% | +154.3% | +430.4% | +313.5% |
| All | +617.4% | +175.8% | +441.6% | +365.3% |
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