+575.6%
NUE vs PHM
+568.1%
+7.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.0% |
| 7D | -0.6% | -5.0% | +4.3% | +1.3% |
| 30D | -4.6% | -8.4% | +3.9% | -1.5% |
| 3M | -0.3% | -4.4% | +4.1% | +0.8% |
| 6M | +51.9% | -3.7% | +55.6% | +52.5% |
| YTD | +60.0% | +1.3% | +58.7% | +56.8% |
| 1Y | +82.9% | -14.0% | +96.9% | +90.4% |
| 3Y | +66.0% | +48.1% | +17.9% | +35.4% |
| 5Y | +149.0% | +158.8% | -9.8% | +57.6% |
| All | +575.6% | +568.1% | +7.5% | +201.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling