+1,381.0%
NET vs PHM
+316.1%
+1,064.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.2% | -9.7% | -4.9% |
| 7D | -16.4% | +13.6% | -29.9% | -20.2% |
| 30D | -25.8% | +19.3% | -45.1% | -30.6% |
| 3M | -11.5% | +3.5% | -15.0% | -13.2% |
| 6M | +18.9% | +18.6% | +0.3% | +10.3% |
| YTD | +35.2% | +16.7% | +18.5% | +24.1% |
| 1Y | +14.5% | +14.6% | -0.2% | +5.5% |
| 3Y | +313.8% | +66.9% | +246.9% | +209.0% |
| 5Y | +32.6% | +190.4% | -157.8% | -21.4% |
| All | +1,381.0% | +316.1% | +1,064.9% | +862.9% |
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 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