+1,464.0%
NRG vs PHM
+479.2%
+984.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.7% |
| 7D | -0.2% | -6.4% | +6.2% | +1.5% |
| 30D | -6.8% | -12.1% | +5.3% | -3.6% |
| 3M | -7.1% | -1.5% | -5.6% | -7.2% |
| 6M | -27.6% | -6.0% | -21.5% | -26.7% |
| YTD | -29.2% | -0.3% | -28.9% | -29.5% |
| 1Y | -29.9% | -13.3% | -16.5% | -28.0% |
| 3Y | +198.7% | +47.6% | +151.1% | +161.3% |
| 5Y | +192.9% | +154.7% | +38.2% | +116.9% |
| 10Y | +1,084.1% | +552.4% | +531.7% | +558.7% |
| All | +1,464.0% | +479.2% | +984.8% | +619.7% |
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 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