+63.4%
NUE vs PHM
+47.0%
+16.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.3% |
| 7D | -2.7% | -6.4% | +3.7% | -0.6% |
| 30D | -6.1% | -12.1% | +6.0% | -2.1% |
| 3M | +2.2% | -1.5% | +3.8% | +2.1% |
| 6M | +50.8% | -6.0% | +56.8% | +52.4% |
| YTD | +57.5% | -0.3% | +57.8% | +55.2% |
| 1Y | +82.5% | -13.3% | +95.8% | +88.4% |
| All | +63.4% | +47.0% | +16.4% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling