+244.8%
NEE vs PHM
+568.1%
-323.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.5% |
| 7D | -1.3% | -5.0% | +3.6% | -0.2% |
| 30D | -3.3% | -8.4% | +5.1% | -1.4% |
| 3M | -2.3% | -4.4% | +2.2% | -1.5% |
| 6M | -8.9% | -3.7% | -5.1% | -8.6% |
| YTD | +4.8% | +1.3% | +3.5% | +3.5% |
| 1Y | +18.7% | -14.0% | +32.8% | +21.8% |
| 3Y | +33.2% | +48.1% | -14.9% | +17.2% |
| 5Y | +10.9% | +158.8% | -147.9% | -17.4% |
| All | +244.8% | +568.1% | -323.3% | +103.3% |
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 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