+23,639.3%
PH vs NI
+5,716.3%
+17,923.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.3% |
| 7D | +4.3% | +4.3% | 0.0% | +2.4% |
| 30D | +0.1% | +12.4% | -12.2% | -5.1% |
| 3M | -9.4% | +10.2% | -19.5% | -13.4% |
| 6M | +8.8% | -0.8% | +9.6% | +8.7% |
| YTD | +9.6% | +13.2% | -3.6% | +3.1% |
| 1Y | +14.4% | +10.1% | +4.4% | +8.9% |
| 3Y | +134.5% | +103.1% | +31.4% | +67.9% |
| 5Y | +204.4% | +115.5% | +88.9% | +109.2% |
| 10Y | +697.3% | +195.5% | +501.8% | +365.7% |
| All | +23,639.3% | +5,716.3% | +17,923.0% | +4,850.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling