+113.0%
NVTS vs PH
+30.5%
+82.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | +2.7% | -3.1% | +5.8% | +4.4% |
| 30D | -4.5% | -3.2% | -1.2% | -2.6% |
| 3M | -61.5% | +10.6% | -72.1% | -63.1% |
| 6M | +28.0% | -2.1% | +30.1% | +24.7% |
| YTD | +65.3% | +10.2% | +55.1% | +55.9% |
| 1Y | +113.0% | +28.2% | +84.8% | +98.6% |
| All | +113.0% | +30.5% | +82.5% | +98.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling