-30.1%
NVTS vs PH
+244.6%
-274.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.3% | -6.4% |
| 7D | +3.9% | +4.3% | -0.4% | +0.2% |
| 30D | -4.3% | +0.1% | -4.5% | -4.3% |
| 3M | -34.5% | -9.4% | -25.1% | -27.8% |
| 6M | -57.7% | +8.8% | -66.5% | -60.8% |
| YTD | +25.4% | +9.6% | +15.7% | +13.2% |
| 1Y | +13.1% | +14.4% | -1.3% | -1.8% |
| 3Y | +48.9% | +134.5% | -85.6% | -40.6% |
| 5Y | -51.8% | +204.4% | -256.2% | -87.2% |
| All | -30.1% | +244.6% | -274.7% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling