+10.1%
NEE vs PHM
+152.6%
-142.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -0.5% | -3.9% | +3.3% | +0.4% |
| 30D | -1.7% | -8.6% | +6.9% | +0.4% |
| 3M | -1.8% | -2.9% | +1.1% | -1.5% |
| 6M | -8.8% | -5.7% | -3.1% | -8.1% |
| YTD | +5.2% | +1.9% | +3.3% | +3.8% |
| 1Y | +21.3% | -12.3% | +33.7% | +24.0% |
| 3Y | +35.2% | +50.8% | -15.6% | +16.7% |
| 5Y | +10.1% | +157.3% | -147.2% | -21.7% |
| All | +10.1% | +152.6% | -142.4% | -21.7% |
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