+47.4%
NSC vs PHM
+145.9%
-98.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -5.5% | -3.2% | -2.3% | -4.6% |
| 30D | -3.2% | -6.4% | +3.2% | -1.5% |
| 3M | +7.7% | +5.5% | +2.2% | +5.4% |
| 6M | +4.5% | -5.4% | +10.0% | +5.5% |
| YTD | +15.6% | +6.6% | +9.0% | +12.4% |
| 1Y | +19.8% | -8.8% | +28.7% | +21.6% |
| 3Y | +70.1% | +54.1% | +16.0% | +43.3% |
| All | +47.4% | +145.9% | -98.5% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling