+790.0%
NOW vs PHM
+540.0%
+250.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.5% | -1.5% | -3.9% |
| 7D | -6.1% | -2.5% | -3.6% | -5.3% |
| 30D | +7.5% | -9.7% | +17.1% | +10.8% |
| 3M | +17.5% | +2.2% | +15.3% | +16.1% |
| 6M | +7.9% | -5.7% | +13.6% | +8.6% |
| YTD | -12.4% | +2.8% | -15.2% | -15.1% |
| 1Y | -28.6% | -14.4% | -14.1% | -26.7% |
| 3Y | +11.8% | +52.2% | -40.4% | -10.5% |
| 5Y | +2.6% | +154.3% | -151.6% | -33.4% |
| 10Y | +790.0% | +545.9% | +244.1% | +318.8% |
| All | +790.0% | +540.0% | +250.0% | +318.8% |
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 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