-26.7%
NVTS vs PH
+247.3%
-274.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.9% |
| 7D | +9.6% | +2.1% | +7.4% | +7.7% |
| 30D | -13.0% | +0.3% | -13.3% | -13.2% |
| 3M | -28.8% | -8.8% | -20.0% | -22.1% |
| 6M | -48.5% | +10.0% | -58.5% | -52.9% |
| YTD | +31.4% | +10.5% | +20.9% | +17.7% |
| 1Y | -2.3% | +15.5% | -17.8% | -16.0% |
| 3Y | +49.8% | +136.4% | -86.5% | -40.7% |
| 5Y | -43.2% | +213.6% | -256.8% | -85.1% |
| All | -26.7% | +247.3% | -274.0% | -81.3% |
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