+21.3%
NOK vs PHM
+16.2%
+5.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.2% | -9.8% | -1.6% |
| 7D | -10.4% | +13.6% | -24.0% | -8.9% |
| 30D | -19.0% | +19.3% | -38.3% | -17.1% |
| 3M | -16.7% | +3.5% | -20.2% | -15.5% |
| 6M | -37.1% | +18.6% | -55.7% | -36.1% |
| YTD | +27.7% | +16.7% | +11.0% | +29.8% |
| 1Y | +21.3% | +14.6% | +6.7% | +23.0% |
| All | +21.3% | +16.2% | +5.1% | +23.0% |
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