+170.4%
NXT vs PHM
+117.6%
+52.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.2% |
| 7D | -0.2% | -3.9% | +3.6% | +1.4% |
| 30D | -20.0% | -8.6% | -11.4% | -17.0% |
| 3M | -30.9% | -2.9% | -28.0% | -30.6% |
| 6M | -23.8% | -5.7% | -18.1% | -22.7% |
| YTD | -5.4% | +1.9% | -7.3% | -7.3% |
| 1Y | +28.0% | -12.3% | +40.4% | +33.1% |
| 3Y | +93.3% | +50.8% | +42.5% | +52.5% |
| All | +170.4% | +117.6% | +52.8% | +78.6% |
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