+19.3%
PH vs NI
+9.5%
+9.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -4.1% |
| 7D | -0.2% | +3.9% | -4.1% | -1.4% |
| 30D | -6.7% | +15.3% | -22.0% | -11.1% |
| 3M | -8.1% | +2.4% | -10.5% | -8.7% |
| 6M | +5.3% | -4.5% | +9.9% | +6.9% |
| YTD | +4.2% | +11.4% | -7.2% | -0.3% |
| 1Y | +19.3% | +8.5% | +10.9% | +15.2% |
| All | +19.3% | +9.5% | +9.9% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling