+291.1%
PHM vs NTR
+103.7%
+187.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | -3.9% | +0.5% | -4.4% | -4.0% |
| 30D | -8.6% | +21.7% | -30.3% | -14.3% |
| 3M | -2.9% | +22.8% | -25.7% | -9.8% |
| 6M | -5.7% | +8.2% | -13.9% | -9.6% |
| YTD | +1.9% | +32.9% | -31.1% | -9.8% |
| 1Y | -12.3% | +45.3% | -57.7% | -25.3% |
| 3Y | +50.8% | +41.7% | +9.1% | +26.8% |
| 5Y | +157.3% | +49.8% | +107.5% | +87.9% |
| All | +291.1% | +103.7% | +187.4% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling