+797.8%
PH vs NI
+143.3%
+654.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -11.0% | -1.4% | -9.6% | -10.4% |
| 3M | +5.5% | -10.6% | +16.1% | +11.2% |
| 6M | +1.5% | -9.3% | +10.8% | +6.0% |
| YTD | +8.8% | +1.1% | +7.6% | +7.6% |
| 1Y | +24.5% | +3.4% | +21.1% | +21.6% |
| 3Y | +141.2% | +67.9% | +73.3% | +83.7% |
| 5Y | +256.3% | +98.0% | +158.3% | +145.4% |
| All | +797.8% | +143.3% | +654.6% | +510.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling