-37.8%
NFLX vs PHM
-6.9%
-30.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.5% | -5.3% |
| 7D | -4.2% | -3.2% | -1.1% | -4.4% |
| 30D | +5.5% | -6.4% | +11.9% | +4.9% |
| 3M | -4.1% | +5.5% | -9.6% | -2.8% |
| 6M | -20.7% | -5.4% | -15.2% | -21.4% |
| YTD | -16.5% | +6.6% | -23.1% | -14.6% |
| 1Y | -37.8% | -8.8% | -28.9% | -40.4% |
| All | -37.8% | -6.9% | -30.8% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling