+326.9%
NSC vs PHM
+540.0%
-213.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | +0.7% |
| 7D | -1.5% | -2.5% | +1.0% | -0.7% |
| 30D | -1.9% | -9.7% | +7.7% | +1.4% |
| 3M | +6.2% | +2.2% | +4.0% | +4.7% |
| 6M | +9.2% | -5.7% | +14.9% | +10.3% |
| YTD | +15.0% | +2.8% | +12.2% | +12.6% |
| 1Y | +21.1% | -14.4% | +35.5% | +25.7% |
| 3Y | +78.6% | +52.2% | +26.4% | +46.9% |
| 5Y | +45.9% | +154.3% | -108.4% | -4.1% |
| 10Y | +326.9% | +545.9% | -219.0% | +98.2% |
| All | +326.9% | +540.0% | -213.2% | +98.2% |
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