-12.9%
NVTS vs PH
+236.2%
-249.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -2.4% |
| 7D | +0.5% | -3.1% | +3.6% | +3.5% |
| 30D | -18.0% | -11.8% | -6.2% | -7.8% |
| 3M | -45.6% | +6.9% | -52.5% | -49.2% |
| 6M | +28.5% | -1.3% | +29.7% | +27.7% |
| YTD | +56.2% | +7.0% | +49.2% | +43.7% |
| 1Y | +97.7% | +23.1% | +74.6% | +55.9% |
| 3Y | +35.0% | +135.4% | -100.4% | -47.0% |
| All | -12.9% | +236.2% | -249.1% | -77.1% |
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