+452.9%
NFLX vs PHM
+669.9%
-217.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.4% |
| 7D | -4.4% | -6.1% | +1.7% | -3.1% |
| 30D | -11.0% | +13.7% | -24.8% | -13.5% |
| 3M | -15.5% | -1.5% | -14.0% | -15.4% |
| 6M | -28.5% | +11.3% | -39.7% | -30.4% |
| YTD | -33.1% | +8.9% | -42.1% | -35.2% |
| 1Y | -45.8% | +6.1% | -51.9% | -47.3% |
| 3Y | +40.2% | +57.7% | -17.5% | +19.1% |
| 5Y | -8.2% | +159.0% | -167.1% | -33.1% |
| All | +452.9% | +669.9% | -217.0% | +237.3% |
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