+557.2%
PHM vs NWSA
+149.4%
+407.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -5.0% | -2.8% | -2.2% | -3.7% |
| 30D | -8.4% | +3.0% | -11.5% | -9.7% |
| 3M | -4.4% | +12.3% | -16.7% | -9.8% |
| 6M | -3.7% | +21.9% | -25.6% | -12.8% |
| YTD | +1.3% | +13.6% | -12.3% | -5.8% |
| 1Y | -14.0% | +0.5% | -14.5% | -15.5% |
| 3Y | +48.1% | +43.8% | +4.4% | +22.5% |
| 5Y | +158.8% | +41.2% | +117.6% | +110.6% |
| All | +557.2% | +149.4% | +407.9% | +286.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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