+118.0%
NOK vs PHM
-6.9%
+125.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.5% | +2.7% |
| 7D | -1.8% | -3.2% | +1.4% | -1.9% |
| 30D | +4.7% | -6.4% | +11.1% | +4.5% |
| 3M | -39.7% | +5.5% | -45.1% | -39.8% |
| 6M | +23.1% | -5.4% | +28.5% | +21.6% |
| YTD | +55.0% | +6.6% | +48.4% | +54.0% |
| 1Y | +118.0% | -8.8% | +126.9% | +116.9% |
| All | +118.0% | -6.9% | +125.0% | +116.9% |
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