+1,078.6%
NVS vs PHM
+4,300.0%
-3,221.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.5% | -10.4% | -13.5% |
| 7D | -14.6% | -2.5% | -12.1% | -14.3% |
| 30D | -11.9% | -9.7% | -2.3% | -10.8% |
| 3M | -6.0% | +2.2% | -8.2% | -6.3% |
| 6M | -11.4% | -5.7% | -5.7% | -10.9% |
| YTD | +2.9% | +2.8% | +0.1% | +2.3% |
| 1Y | +10.2% | -14.4% | +24.7% | +11.9% |
| 3Y | +55.3% | +52.2% | +3.1% | +45.7% |
| 5Y | +89.6% | +154.3% | -64.6% | +65.0% |
| 10Y | +176.1% | +545.9% | -369.8% | +109.1% |
| All | +1,078.6% | +4,300.0% | -3,221.5% | +465.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling