+5,990.1%
NKE vs PHM
+10,944.2%
-4,954.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | -2.3% | -3.9% | +1.5% | -1.4% |
| 30D | -10.4% | -8.6% | -1.8% | -8.5% |
| 3M | -15.5% | -2.9% | -12.5% | -15.1% |
| 6M | -32.6% | -5.7% | -26.9% | -31.9% |
| YTD | -39.8% | +1.9% | -41.7% | -40.3% |
| 1Y | -47.6% | -12.3% | -35.3% | -46.2% |
| 3Y | -59.0% | +50.8% | -109.8% | -63.3% |
| 5Y | -74.9% | +157.3% | -232.2% | -80.3% |
| 10Y | -21.9% | +566.5% | -588.5% | -51.7% |
| All | +5,990.1% | +10,944.2% | -4,954.1% | +1,374.4% |
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 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