+136.0%
NVO vs PHM
+568.1%
-432.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.4% |
| 7D | -7.6% | -5.0% | -2.6% | -6.8% |
| 30D | -6.0% | -8.4% | +2.5% | -4.7% |
| 3M | -0.8% | -4.4% | +3.7% | -0.2% |
| 6M | +16.5% | -3.7% | +20.2% | +16.7% |
| YTD | -11.1% | +1.3% | -12.4% | -11.9% |
| 1Y | -16.7% | -14.0% | -2.7% | -15.4% |
| 3Y | -52.9% | +48.1% | -101.0% | -56.5% |
| 5Y | -3.0% | +158.8% | -161.7% | -18.8% |
| All | +136.0% | +568.1% | -432.1% | +98.0% |
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