+730.1%
NVT vs PHM
+331.0%
+399.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.1% |
| 7D | +7.0% | -3.9% | +10.9% | +8.7% |
| 30D | -2.3% | -8.6% | +6.2% | +1.0% |
| 3M | -3.1% | -2.9% | -0.2% | -3.1% |
| 6M | +47.0% | -5.7% | +52.7% | +48.3% |
| YTD | +56.2% | +1.9% | +54.4% | +51.6% |
| 1Y | +74.5% | -12.3% | +86.9% | +79.7% |
| 3Y | +184.0% | +50.8% | +133.3% | +123.0% |
| 5Y | +410.8% | +157.3% | +253.5% | +203.3% |
| All | +730.1% | +331.0% | +399.2% | +235.4% |
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 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