+40.6%
NVDL vs PHM
-6.9%
+47.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.7% |
| 7D | +11.7% | -3.2% | +14.9% | +11.4% |
| 30D | +7.8% | -6.4% | +14.3% | +7.5% |
| 3M | +3.3% | +5.5% | -2.2% | +3.5% |
| 6M | +38.9% | -5.4% | +44.3% | +31.0% |
| YTD | +28.5% | +6.6% | +21.9% | +29.7% |
| 1Y | +40.6% | -8.8% | +49.4% | +31.6% |
| All | +40.6% | -6.9% | +47.5% | +31.6% |
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