-30.2%
NVD vs PHM
+16.2%
-46.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.2% | -0.7% | +6.0% |
| 7D | +15.0% | +13.6% | +1.4% | +14.5% |
| 30D | +39.3% | +19.3% | +20.0% | +38.6% |
| 3M | +3.1% | +3.5% | -0.4% | +1.8% |
| 6M | -19.0% | +18.6% | -37.6% | -18.7% |
| YTD | -35.5% | +16.7% | -52.2% | -35.0% |
| 1Y | -30.2% | +14.6% | -44.8% | -28.4% |
| All | -30.2% | +16.2% | -46.4% | -28.4% |
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