-9.1%
NVTS vs PHM
+150.1%
-159.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.2% |
| 7D | -1.4% | -5.0% | +3.5% | +2.0% |
| 30D | -16.5% | -8.4% | -8.1% | -11.6% |
| 3M | -47.6% | -4.4% | -43.2% | -47.4% |
| 6M | +7.3% | -3.7% | +11.0% | +8.2% |
| YTD | +62.9% | +1.3% | +61.6% | +54.0% |
| 1Y | +91.3% | -14.0% | +105.3% | +103.0% |
| 3Y | +43.4% | +48.1% | -4.7% | -2.2% |
| All | -9.1% | +150.1% | -159.3% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling