+48.1%
PHM vs NTR
+36.8%
+11.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | -5.0% | -1.3% | -3.7% | -4.8% |
| 30D | -8.4% | +16.8% | -25.2% | -10.4% |
| 3M | -4.4% | +20.7% | -25.2% | -7.0% |
| 6M | -3.7% | +0.5% | -4.3% | -3.8% |
| YTD | +1.3% | +29.2% | -27.9% | -5.0% |
| 1Y | -14.0% | +39.6% | -53.6% | -21.3% |
| 3Y | +48.1% | +37.9% | +10.2% | +34.9% |
| All | +48.1% | +36.8% | +11.4% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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