+112.5%
NET vs PH
+254.3%
-141.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.8% |
| 7D | -7.0% | -3.1% | -3.9% | -4.6% |
| 30D | -4.8% | -3.2% | -1.5% | -3.0% |
| 3M | +3.8% | +10.6% | -6.8% | -6.0% |
| 6M | +50.0% | -2.1% | +52.2% | +47.8% |
| YTD | +41.5% | +10.2% | +31.3% | +25.1% |
| 1Y | +32.8% | +28.2% | +4.6% | +1.8% |
| 3Y | +335.9% | +134.9% | +201.0% | +76.3% |
| All | +112.5% | +254.3% | -141.8% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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