-9.4%
NVTS vs PH
+241.6%
-251.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -2.7% |
| 7D | +3.5% | 0.0% | +3.5% | +3.4% |
| 30D | -11.9% | -10.3% | -1.6% | -2.5% |
| 3M | -49.2% | +5.1% | -54.3% | -51.7% |
| 6M | +38.4% | +2.3% | +36.1% | +33.0% |
| YTD | +62.5% | +8.7% | +53.8% | +47.2% |
| 1Y | +101.4% | +26.8% | +74.6% | +54.2% |
| 3Y | +40.4% | +139.2% | -98.8% | -45.7% |
| All | -9.4% | +241.6% | -251.0% | -76.5% |
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