+10.7%
NVS vs PHM
-12.7%
+23.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -14.3% | -5.0% | -9.3% | -13.0% |
| 30D | -10.0% | -8.4% | -1.5% | -7.9% |
| 3M | -10.9% | -4.4% | -6.5% | -9.9% |
| 6M | -12.0% | -3.7% | -8.2% | -11.4% |
| YTD | +2.5% | +1.3% | +1.2% | +1.8% |
| 1Y | +10.7% | -14.0% | +24.7% | +14.4% |
| All | +10.7% | -12.7% | +23.4% | +14.4% |
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