+94.0%
NVS vs PHM
+156.2%
-62.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -14.3% | -5.0% | -9.3% | -13.5% |
| 30D | -10.0% | -8.4% | -1.5% | -8.7% |
| 3M | -10.9% | -4.4% | -6.5% | -10.3% |
| 6M | -12.0% | -3.7% | -8.2% | -11.6% |
| YTD | +2.5% | +1.3% | +1.2% | +2.1% |
| 1Y | +10.7% | -14.0% | +24.7% | +12.4% |
| 3Y | +53.3% | +48.1% | +5.2% | +44.4% |
| All | +94.0% | +156.2% | -62.2% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling