+472.4%
NEM vs PHM
+11,050.0%
-10,577.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.5% |
| 7D | +3.9% | -2.5% | +6.3% | +4.1% |
| 30D | +12.7% | -9.7% | +22.4% | +13.6% |
| 3M | +28.7% | +2.2% | +26.4% | +28.3% |
| 6M | +9.8% | -5.7% | +15.4% | +10.1% |
| YTD | +28.1% | +2.8% | +25.3% | +27.7% |
| 1Y | +69.3% | -14.4% | +83.8% | +70.9% |
| 3Y | +247.7% | +52.2% | +195.5% | +234.6% |
| 5Y | +153.4% | +154.3% | -0.9% | +133.6% |
| 10Y | +291.3% | +545.9% | -254.6% | +235.4% |
| All | +472.4% | +11,050.0% | -10,577.6% | +464.1% |
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