+53.7%
NVS vs PHM
+47.0%
+6.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -15.7% | -6.4% | -9.3% | -14.6% |
| 30D | -11.1% | -12.1% | +1.0% | -9.1% |
| 3M | -7.2% | -1.5% | -5.6% | -6.9% |
| 6M | -12.3% | -6.0% | -6.3% | -11.6% |
| YTD | +2.8% | -0.3% | +3.1% | +2.6% |
| 1Y | +11.9% | -13.3% | +25.3% | +13.8% |
| All | +53.7% | +47.0% | +6.7% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling