+433,968.7%
NVDA vs PHM
+2,225.3%
+431,743.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -12.7% | -4.1% | -8.6% | -11.4% |
| 30D | -26.4% | +16.1% | -42.6% | -30.7% |
| 3M | -27.6% | -2.5% | -25.1% | -27.7% |
| 6M | -27.7% | +12.9% | -40.6% | -31.9% |
| YTD | -12.5% | +9.0% | -21.5% | -17.4% |
| 1Y | -12.6% | +8.2% | -20.8% | -17.6% |
| 3Y | +235.9% | +58.4% | +177.5% | +163.9% |
| 5Y | +438.2% | +159.2% | +279.0% | +253.8% |
| 10Y | +7,445.8% | +676.9% | +6,768.9% | +3,057.3% |
| All | +433,968.7% | +2,225.3% | +431,743.5% | +80,972.3% |
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 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