+21.1%
NSC vs PHM
-13.4%
+34.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | +0.4% |
| 7D | -1.5% | -2.5% | +1.0% | -0.9% |
| 30D | -1.9% | -9.7% | +7.7% | +0.5% |
| 3M | +6.2% | +2.2% | +4.0% | +4.6% |
| 6M | +9.2% | -5.7% | +14.9% | +10.3% |
| YTD | +15.0% | +2.8% | +12.2% | +13.8% |
| 1Y | +21.1% | -14.4% | +35.5% | +22.2% |
| All | +21.1% | -13.4% | +34.5% | +22.2% |
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 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