+14,546.7%
NVDA vs PHM
+568.1%
+13,978.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.7% |
| 7D | -5.1% | -5.0% | -0.2% | -3.2% |
| 30D | -2.5% | -8.4% | +6.0% | +0.8% |
| 3M | +6.7% | -4.4% | +11.1% | +7.6% |
| 6M | +17.6% | -3.7% | +21.4% | +17.8% |
| YTD | +17.3% | +1.3% | +16.0% | +14.0% |
| 1Y | +23.5% | -14.0% | +37.5% | +27.5% |
| 3Y | +384.6% | +48.1% | +336.5% | +267.9% |
| 5Y | +875.4% | +158.8% | +716.6% | +463.0% |
| All | +14,546.7% | +568.1% | +13,978.6% | +6,660.3% |
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