+45.4%
NU vs PHM
+119.7%
-74.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +1.1% |
| 7D | -4.2% | -6.4% | +2.1% | -1.2% |
| 30D | +10.0% | -12.1% | +22.1% | +16.9% |
| 3M | +29.3% | -1.5% | +30.8% | +29.0% |
| 6M | +0.9% | -6.0% | +7.0% | +2.9% |
| YTD | -10.3% | -0.3% | -10.0% | -12.2% |
| 1Y | -3.2% | -13.3% | +10.2% | +1.1% |
| 3Y | +120.6% | +47.6% | +73.0% | +56.3% |
| All | +45.4% | +119.7% | -74.3% | -28.7% |
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 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