+72.7%
NEM vs PHM
-6.9%
+79.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | -3.2% | +3.5% | +1.1% |
| 30D | +23.1% | -6.4% | +29.5% | +25.0% |
| 3M | +18.5% | +5.5% | +13.0% | +16.1% |
| 6M | +7.8% | -5.4% | +13.2% | +7.3% |
| YTD | +29.1% | +6.6% | +22.5% | +27.2% |
| 1Y | +72.7% | -8.8% | +81.5% | +73.2% |
| All | +72.7% | -6.9% | +79.6% | +73.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling