+156.9%
PHM vs NVMI
+261.9%
-105.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.3% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -8.4% | -8.4% | 0.0% | -7.0% |
| 3M | -4.4% | -33.6% | +29.1% | +2.6% |
| 6M | -3.7% | -14.7% | +10.9% | -2.9% |
| YTD | +1.3% | +13.2% | -11.9% | -4.8% |
| 1Y | -14.0% | +29.0% | -43.0% | -22.4% |
| 3Y | +48.1% | +215.0% | -166.9% | -9.4% |
| All | +156.9% | +261.9% | -105.0% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling