+187.5%
NVT vs PHM
+49.3%
+138.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.1% | +4.1% |
| 7D | +4.1% | -5.0% | +9.0% | +5.8% |
| 30D | -5.1% | -8.4% | +3.3% | -2.4% |
| 3M | -1.2% | -4.4% | +3.3% | -0.8% |
| 6M | +46.6% | -3.7% | +50.3% | +46.2% |
| YTD | +60.0% | +1.3% | +58.7% | +55.3% |
| 1Y | +70.8% | -14.0% | +84.8% | +76.7% |
| 3Y | +187.5% | +48.1% | +139.4% | +118.9% |
| All | +187.5% | +49.3% | +138.2% | +118.9% |
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