-24.0%
NKE vs PHM
+568.1%
-592.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | -4.2% | -5.0% | +0.8% | -2.3% |
| 30D | -8.2% | -8.4% | +0.2% | -5.1% |
| 3M | -19.1% | -4.4% | -14.7% | -18.1% |
| 6M | -32.6% | -3.7% | -28.9% | -32.1% |
| YTD | -40.7% | +1.3% | -42.0% | -41.5% |
| 1Y | -48.9% | -14.0% | -34.8% | -46.4% |
| 3Y | -59.2% | +48.1% | -107.4% | -66.2% |
| 5Y | -75.3% | +158.8% | -234.1% | -83.9% |
| All | -24.0% | +568.1% | -592.1% | -64.4% |
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 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