+15,768.5%
NOC vs PHM
+11,456.8%
+4,311.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -5.2% | -3.2% | -2.0% | -4.8% |
| 30D | -7.2% | -6.4% | -0.8% | -6.4% |
| 3M | -5.1% | +5.5% | -10.6% | -6.1% |
| 6M | -31.1% | -5.4% | -25.6% | -30.9% |
| YTD | -8.6% | +6.6% | -15.2% | -9.9% |
| 1Y | -9.7% | -8.8% | -0.9% | -9.2% |
| 3Y | +24.3% | +54.1% | -29.8% | +14.2% |
| 5Y | +52.6% | +144.5% | -91.8% | +28.9% |
| 10Y | +183.6% | +569.4% | -385.8% | +101.9% |
| All | +15,768.5% | +11,456.8% | +4,311.7% | +7,772.2% |
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