+580.7%
PHM vs NWSA
+123.2%
+457.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.7% |
| 7D | -2.5% | -2.6% | +0.2% | -1.3% |
| 30D | -9.7% | +4.6% | -14.2% | -11.5% |
| 3M | +2.2% | +10.2% | -8.0% | -2.6% |
| 6M | -5.7% | +21.6% | -27.3% | -14.3% |
| YTD | +2.8% | +14.6% | -11.8% | -4.6% |
| 1Y | -14.4% | +0.4% | -14.8% | -15.8% |
| 3Y | +52.2% | +45.0% | +7.2% | +26.0% |
| 5Y | +154.3% | +41.3% | +113.0% | +108.2% |
| 10Y | +545.9% | +142.8% | +403.1% | +279.5% |
| All | +580.7% | +123.2% | +457.5% | +308.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling