+1,449.6%
NET vs PHM
+280.0%
+1,169.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -7.0% | -3.2% | -3.8% | -5.9% |
| 30D | -4.8% | -6.4% | +1.6% | -2.7% |
| 3M | +3.8% | +5.5% | -1.7% | +1.1% |
| 6M | +50.0% | -5.4% | +55.5% | +50.8% |
| YTD | +41.5% | +6.6% | +34.9% | +34.8% |
| 1Y | +32.8% | -8.8% | +41.7% | +33.6% |
| 3Y | +335.9% | +54.1% | +281.8% | +236.1% |
| 5Y | +113.8% | +144.5% | -30.6% | +32.9% |
| All | +1,449.6% | +280.0% | +1,169.6% | +946.0% |
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