+506.3%
NOW vs PHM
+709.0%
-202.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -1.9% |
| 7D | -8.7% | +2.9% | -11.7% | -9.6% |
| 30D | -29.3% | +16.5% | -45.8% | -32.9% |
| 3M | -21.8% | +0.6% | -22.5% | -22.6% |
| 6M | +9.2% | +11.6% | -2.3% | +4.2% |
| YTD | -35.0% | +12.1% | -47.1% | -39.1% |
| 1Y | -42.5% | +9.6% | -52.1% | -45.9% |
| 3Y | -21.5% | +62.3% | -83.8% | -38.8% |
| 5Y | -25.8% | +170.4% | -196.2% | -53.2% |
| 10Y | +506.3% | +683.0% | -176.7% | +147.7% |
| All | +506.3% | +709.0% | -202.6% | +147.7% |
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