+45.3%
NVTS vs PH
+141.1%
-95.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.2% |
| 7D | +9.7% | +0.4% | +9.3% | +9.3% |
| 30D | -13.6% | -10.8% | -2.8% | -5.3% |
| 3M | -51.0% | +8.5% | -59.4% | -54.2% |
| 6M | +46.3% | +3.9% | +42.4% | +39.5% |
| YTD | +68.1% | +9.4% | +58.6% | +53.7% |
| 1Y | +113.9% | +26.8% | +87.1% | +70.4% |
| 3Y | +45.3% | +140.8% | -95.5% | -32.7% |
| All | +45.3% | +141.1% | -95.8% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling