-99.1%
NVD vs PHM
+55.2%
-154.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.7% |
| 7D | +10.8% | -5.0% | +15.8% | +9.4% |
| 30D | +0.8% | -8.4% | +9.2% | -1.6% |
| 3M | -20.8% | -4.4% | -16.4% | -21.5% |
| 6M | -41.2% | -3.7% | -37.4% | -40.8% |
| YTD | -44.2% | +1.3% | -45.5% | -42.8% |
| 1Y | -54.2% | -14.0% | -40.1% | -55.9% |
| 3Y | -99.1% | +48.1% | -147.3% | -98.7% |
| All | -99.1% | +55.2% | -154.4% | -98.7% |
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