+138.6%
NOK vs PHM
+568.1%
-429.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.4% |
| 7D | +11.0% | -5.0% | +15.9% | +12.4% |
| 30D | +7.8% | -8.4% | +16.3% | +10.3% |
| 3M | -21.0% | -4.4% | -16.6% | -20.7% |
| 6M | +40.9% | -3.7% | +44.6% | +40.7% |
| YTD | +72.0% | +1.3% | +70.7% | +68.1% |
| 1Y | +140.9% | -14.0% | +154.9% | +146.3% |
| 3Y | +194.3% | +48.1% | +146.1% | +146.9% |
| 5Y | +112.5% | +158.8% | -46.3% | +44.8% |
| All | +138.6% | +568.1% | -429.6% | +20.0% |
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