+2,633.2%
PHM vs NVMI
+1,976.9%
+656.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.8% |
| 7D | -3.9% | +6.9% | -10.8% | -4.7% |
| 30D | -8.6% | -2.8% | -5.7% | -8.3% |
| 3M | -2.9% | -27.3% | +24.4% | +0.2% |
| 6M | -5.7% | -13.7% | +8.0% | -5.1% |
| YTD | +1.9% | +13.8% | -12.0% | -1.2% |
| 1Y | -12.3% | +34.9% | -47.2% | -17.1% |
| 3Y | +50.8% | +213.5% | -162.8% | +24.8% |
| 5Y | +157.3% | +272.5% | -115.2% | +107.3% |
| 10Y | +566.5% | +3,142.4% | -2,575.9% | +325.8% |
| All | +2,633.2% | +1,976.9% | +656.3% | +1,234.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling