+322.4%
NET vs PHM
+68.7%
+253.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.2% | -9.7% | -3.1% |
| 7D | -16.4% | +13.6% | -29.9% | -17.4% |
| 30D | -25.8% | +19.3% | -45.1% | -27.1% |
| 3M | -11.5% | +3.5% | -15.0% | -11.8% |
| 6M | +18.9% | +18.6% | +0.3% | +16.4% |
| YTD | +35.2% | +16.7% | +18.5% | +31.3% |
| 1Y | +14.5% | +14.6% | -0.2% | +11.5% |
| All | +322.4% | +68.7% | +253.8% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling