+154.7%
PHM vs NWSA
+39.0%
+115.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.7% |
| 7D | -6.4% | -4.8% | -1.6% | -4.1% |
| 30D | -12.1% | +3.0% | -15.1% | -13.4% |
| 3M | -1.5% | +9.3% | -10.8% | -6.3% |
| 6M | -6.0% | +23.2% | -29.2% | -16.1% |
| YTD | -0.3% | +13.3% | -13.6% | -7.7% |
| 1Y | -13.3% | +2.9% | -16.2% | -15.8% |
| 3Y | +47.6% | +43.3% | +4.2% | +18.7% |
| 5Y | +154.7% | +40.9% | +113.9% | +99.9% |
| All | +154.7% | +39.0% | +115.7% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling