-49.7%
NRG vs PHM
+16.2%
-65.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +7.2% | -20.7% | -14.7% |
| 7D | -13.7% | +13.6% | -27.3% | -16.4% |
| 30D | -13.6% | +19.3% | -32.9% | -17.7% |
| 3M | -28.5% | +3.5% | -32.0% | -28.8% |
| 6M | -45.8% | +18.6% | -64.4% | -49.1% |
| YTD | -46.9% | +16.7% | -63.7% | -49.2% |
| 1Y | -49.7% | +14.6% | -64.3% | -51.6% |
| All | -49.7% | +16.2% | -65.9% | -51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling