+504.6%
NOW vs PHM
+746.3%
-241.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | 0.0% |
| 7D | -3.1% | +3.5% | -6.6% | -4.2% |
| 30D | -27.0% | +21.2% | -48.2% | -31.6% |
| 3M | -17.7% | +2.5% | -20.2% | -18.9% |
| 6M | +12.7% | +16.1% | -3.4% | +6.2% |
| YTD | -32.9% | +16.6% | -49.5% | -37.9% |
| 1Y | -40.4% | +14.4% | -54.8% | -44.6% |
| 3Y | -17.1% | +71.9% | -89.0% | -36.4% |
| 5Y | -25.7% | +174.3% | -200.0% | -53.2% |
| 10Y | +504.6% | +744.0% | -239.4% | +152.9% |
| All | +504.6% | +746.3% | -241.7% | +152.9% |
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 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