+32.6%
NET vs PH
+202.9%
-170.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | +0.3% |
| 7D | -16.4% | -0.2% | -16.2% | -16.3% |
| 30D | -25.8% | -6.7% | -19.1% | -22.1% |
| 3M | -11.5% | -8.1% | -3.4% | -6.8% |
| 6M | +18.9% | +5.3% | +13.6% | +10.4% |
| YTD | +35.2% | +4.2% | +31.0% | +23.7% |
| 1Y | +14.5% | +19.3% | -4.9% | -8.2% |
| 3Y | +313.8% | +133.9% | +179.9% | +60.0% |
| 5Y | +32.6% | +197.7% | -165.1% | -65.5% |
| All | +32.6% | +202.9% | -170.4% | -65.5% |
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