-99.2%
NVD vs PHM
+57.6%
-156.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.5% | +7.4% | +2.9% |
| 7D | -7.7% | -2.5% | -5.2% | -8.2% |
| 30D | -5.8% | -9.7% | +3.9% | -8.4% |
| 3M | -23.2% | +2.2% | -25.4% | -22.2% |
| 6M | -49.7% | -5.7% | -44.1% | -49.7% |
| YTD | -47.7% | +2.8% | -50.5% | -46.2% |
| 1Y | -61.3% | -14.4% | -46.9% | -63.0% |
| 3Y | -99.2% | +52.2% | -151.4% | -98.8% |
| All | -99.2% | +57.6% | -156.8% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling