+1,711.9%
NTRA vs PHM
+555.9%
+1,156.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -0.4% |
| 7D | -0.5% | -6.4% | +5.9% | +2.2% |
| 30D | +4.3% | -12.1% | +16.4% | +9.7% |
| 3M | +50.6% | -1.5% | +52.2% | +51.1% |
| 6M | +63.9% | -6.0% | +69.9% | +67.3% |
| YTD | +42.4% | -0.3% | +42.7% | +40.5% |
| 1Y | +92.1% | -13.3% | +105.4% | +99.5% |
| 3Y | +501.7% | +47.6% | +454.2% | +374.9% |
| 5Y | +171.4% | +154.7% | +16.7% | +65.7% |
| 10Y | +3,161.4% | +552.4% | +2,609.0% | +1,268.6% |
| All | +1,711.9% | +555.9% | +1,156.0% | +642.7% |
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