-54.2%
NVD vs PHM
-12.7%
-41.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | +10.8% | -5.0% | +15.8% | +10.9% |
| 30D | +0.8% | -8.4% | +9.2% | +1.0% |
| 3M | -20.8% | -4.4% | -16.4% | -20.5% |
| 6M | -41.2% | -3.7% | -37.4% | -39.8% |
| YTD | -44.2% | +1.3% | -45.5% | -44.6% |
| 1Y | -54.2% | -14.0% | -40.1% | -51.4% |
| All | -54.2% | -12.7% | -41.5% | -51.4% |
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