+302.5%
NSC vs PHM
+746.3%
-443.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.7% | +1.0% |
| 7D | -5.4% | +3.5% | -8.9% | -6.5% |
| 30D | +2.9% | +21.2% | -18.2% | -3.7% |
| 3M | -2.2% | +2.5% | -4.6% | -3.3% |
| 6M | +5.3% | +16.1% | -10.8% | -0.9% |
| YTD | +14.8% | +16.6% | -1.9% | +7.4% |
| 1Y | +16.6% | +14.4% | +2.1% | +9.6% |
| 3Y | +78.6% | +71.9% | +6.7% | +41.0% |
| 5Y | +27.2% | +174.3% | -147.2% | -18.4% |
| 10Y | +302.5% | +744.0% | -441.5% | +72.5% |
| All | +302.5% | +746.3% | -443.8% | +72.5% |
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