+87.8%
NUE vs PHM
+16.2%
+71.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.2% | -9.2% | -3.5% |
| 7D | -1.4% | +13.6% | -15.0% | -4.2% |
| 30D | +6.6% | +19.3% | -12.7% | +2.3% |
| 3M | -2.0% | +3.5% | -5.5% | -2.3% |
| 6M | +19.2% | +18.6% | +0.6% | +13.8% |
| YTD | +65.6% | +16.7% | +48.9% | +54.9% |
| 1Y | +87.8% | +14.6% | +73.2% | +78.2% |
| All | +87.8% | +16.2% | +71.7% | +78.2% |
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