-59.2%
NKE vs PHM
+49.3%
-108.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.2% |
| 3M | -19.1% | -4.4% | -14.7% | -18.1% |
| 6M | -32.6% | -3.7% | -28.9% | -32.2% |
| YTD | -40.7% | +1.3% | -42.0% | -41.6% |
| 1Y | -48.9% | -14.0% | -34.8% | -46.7% |
| 3Y | -59.2% | +48.1% | -107.4% | -63.6% |
| All | -59.2% | +49.3% | -108.6% | -63.6% |
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