+82.5%
NUE vs PHM
-6.9%
+89.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +4.2% | -3.2% | +7.4% | +5.1% |
| 30D | -5.0% | -6.4% | +1.5% | -3.3% |
| 3M | -0.2% | +5.5% | -5.7% | -2.2% |
| 6M | +49.1% | -5.4% | +54.6% | +49.8% |
| YTD | +61.0% | +6.6% | +54.4% | +54.8% |
| 1Y | +82.5% | -8.8% | +91.4% | +81.9% |
| All | +82.5% | -6.9% | +89.5% | +81.9% |
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