+1,682.3%
NOK vs PHM
+5,237.6%
-3,555.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.5% | +9.7% | +7.2% |
| 7D | +7.3% | -2.5% | +9.7% | +7.9% |
| 30D | +13.8% | -9.7% | +23.4% | +16.8% |
| 3M | -27.0% | +2.2% | -29.2% | -28.1% |
| 6M | +37.6% | -5.7% | +43.3% | +38.2% |
| YTD | +64.6% | +2.8% | +61.8% | +60.4% |
| 1Y | +132.0% | -14.4% | +146.4% | +137.4% |
| 3Y | +183.7% | +52.2% | +131.4% | +139.8% |
| 5Y | +101.3% | +154.3% | -53.0% | +43.4% |
| 10Y | +122.4% | +545.9% | -423.5% | +13.5% |
| All | +1,682.3% | +5,237.6% | -3,555.3% | +251.6% |
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