+557.2%
PHM vs NVMI
+3,158.6%
-2,601.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.2% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -8.4% | -8.4% | 0.0% | -6.6% |
| 3M | -4.4% | -33.6% | +29.1% | +4.4% |
| 6M | -3.7% | -14.7% | +10.9% | -2.7% |
| YTD | +1.3% | +13.2% | -11.9% | -6.1% |
| 1Y | -14.0% | +29.0% | -43.0% | -24.1% |
| 3Y | +48.1% | +215.0% | -166.9% | -11.1% |
| 5Y | +158.8% | +268.6% | -109.8% | +42.3% |
| All | +557.2% | +3,158.6% | -2,601.4% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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