+207.3%
NXT vs PHM
+132.7%
+74.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.0% | -4.9% | -6.1% |
| 7D | -6.0% | -6.1% | +0.1% | -3.4% |
| 30D | +5.4% | +13.7% | -8.3% | -0.1% |
| 3M | -9.7% | -1.5% | -8.2% | -9.2% |
| 6M | -25.3% | +11.3% | -36.6% | -29.4% |
| YTD | +7.5% | +8.9% | -1.5% | +2.5% |
| 1Y | -3.0% | +6.1% | -9.1% | -6.6% |
| 3Y | +171.4% | +57.7% | +113.7% | +112.0% |
| All | +207.3% | +132.7% | +74.6% | +97.4% |
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 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