+157.4%
NOC vs PHM
+670.5%
-513.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +4.8% | -4.1% | +9.0% | +5.5% |
| 30D | +11.0% | +16.1% | -5.1% | +8.2% |
| 3M | -3.8% | -2.5% | -1.3% | -3.7% |
| 6M | +0.6% | +12.9% | -12.3% | -2.0% |
| YTD | -2.3% | +9.0% | -11.3% | -4.6% |
| 1Y | +0.3% | +8.2% | -7.9% | -2.1% |
| 3Y | +24.6% | +58.4% | -33.8% | +10.8% |
| 5Y | +66.0% | +159.2% | -93.2% | +29.4% |
| All | +157.4% | +670.5% | -513.1% | +76.0% |
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