-9.0%
NOC vs PHM
-14.5%
+5.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.8% |
| 7D | -1.8% | -6.4% | +4.6% | -1.2% |
| 30D | -9.4% | -12.1% | +2.6% | -8.5% |
| 3M | -3.8% | -1.5% | -2.3% | -4.3% |
| 6M | -28.8% | -6.0% | -22.7% | -28.5% |
| YTD | -7.9% | -0.3% | -7.6% | -9.1% |
| 1Y | -9.0% | -13.3% | +4.3% | -10.0% |
| All | -9.0% | -14.5% | +5.4% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling