+344.1%
NEM vs PHM
+670.5%
-326.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -6.4% | -4.1% | -2.3% | -5.6% |
| 30D | +1.4% | +16.1% | -14.7% | -1.4% |
| 3M | -0.7% | -2.5% | +1.8% | -0.3% |
| 6M | -4.5% | +12.9% | -17.4% | -6.8% |
| YTD | +14.0% | +9.0% | +5.0% | +11.8% |
| 1Y | +27.3% | +8.2% | +19.1% | +24.8% |
| 3Y | +250.5% | +58.4% | +192.1% | +215.4% |
| 5Y | +121.1% | +159.2% | -38.1% | +78.7% |
| All | +344.1% | +670.5% | -326.4% | +185.9% |
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