+1,972.6%
NOW vs PHM
+1,409.8%
+562.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -3.0% | +6.2% | -9.2% | -5.0% |
| 30D | -26.0% | +17.9% | -44.0% | -30.3% |
| 3M | -13.1% | +2.5% | -15.6% | -14.5% |
| 6M | +14.5% | +10.8% | +3.7% | +9.1% |
| YTD | -33.4% | +13.7% | -47.2% | -38.1% |
| 1Y | -40.6% | +12.4% | -53.0% | -44.7% |
| 3Y | -16.3% | +65.6% | -82.0% | -35.2% |
| 5Y | -26.3% | +175.3% | -201.7% | -53.4% |
| 10Y | +512.7% | +713.9% | -201.2% | +143.0% |
| All | +1,972.6% | +1,409.8% | +562.7% | +640.6% |
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