+444.8%
NVDA vs PHM
+158.6%
+286.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -12.7% | -4.1% | -8.6% | -11.3% |
| 30D | -26.4% | +16.1% | -42.6% | -31.4% |
| 3M | -27.6% | -2.5% | -25.1% | -27.6% |
| 6M | -27.7% | +12.9% | -40.6% | -32.8% |
| YTD | -12.5% | +9.0% | -21.5% | -18.8% |
| 1Y | -12.6% | +8.2% | -20.8% | -19.1% |
| 3Y | +235.9% | +58.4% | +177.5% | +115.3% |
| All | +444.8% | +158.6% | +286.1% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling