+102.8%
NOK vs PHM
+149.8%
-47.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.8% |
| 7D | +8.7% | -6.4% | +15.1% | +10.4% |
| 30D | +12.5% | -12.1% | +24.6% | +15.9% |
| 3M | -20.7% | -1.5% | -19.2% | -21.2% |
| 6M | +36.2% | -6.0% | +42.2% | +36.6% |
| YTD | +64.1% | -0.3% | +64.4% | +60.9% |
| 1Y | +132.4% | -13.3% | +145.7% | +136.7% |
| 3Y | +182.9% | +47.6% | +135.3% | +132.0% |
| 5Y | +102.8% | +154.7% | -51.9% | +26.8% |
| All | +102.8% | +149.8% | -47.0% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling