-25.3%
NVTS vs PH
+244.7%
-270.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.5% | -3.6% |
| 7D | +21.6% | +7.4% | +14.3% | +14.3% |
| 30D | -8.5% | +0.5% | -9.0% | -8.8% |
| 3M | -31.4% | -10.2% | -21.1% | -23.7% |
| 6M | -50.3% | +8.9% | -59.3% | -54.0% |
| YTD | +33.9% | +9.7% | +24.2% | +20.9% |
| 1Y | +10.6% | +12.8% | -2.2% | -2.5% |
| 3Y | +52.7% | +134.6% | -81.9% | -39.1% |
| 5Y | -48.5% | +204.5% | -253.0% | -86.4% |
| All | -25.3% | +244.7% | -270.0% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling