+621.6%
PHM vs NWSA
+102.5%
+519.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -1.1% |
| 7D | -4.1% | +2.2% | -6.3% | -5.1% |
| 30D | +16.1% | -8.8% | +24.9% | +20.4% |
| 3M | -2.5% | -6.5% | +4.0% | -0.2% |
| 6M | +12.9% | +1.5% | +11.4% | +10.8% |
| YTD | +9.0% | +4.0% | +5.0% | +5.0% |
| 1Y | +8.2% | +3.4% | +4.7% | +4.5% |
| 3Y | +58.4% | +34.8% | +23.6% | +34.8% |
| 5Y | +159.2% | +18.4% | +140.8% | +128.2% |
| 10Y | +676.9% | +149.2% | +527.7% | +351.3% |
| All | +621.6% | +102.5% | +519.1% | +349.5% |
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