+23,761.0%
PH vs NI
+5,092.7%
+18,668.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -3.1% | +2.0% | -5.1% | -3.9% |
| 30D | -3.2% | -3.5% | +0.3% | -1.7% |
| 3M | +10.6% | -9.1% | +19.7% | +15.2% |
| 6M | -2.1% | -11.8% | +9.7% | +3.3% |
| YTD | +10.2% | +1.1% | +9.1% | +9.2% |
| 1Y | +28.2% | +6.7% | +21.5% | +23.8% |
| 3Y | +134.9% | +71.1% | +63.8% | +81.6% |
| 5Y | +253.6% | +94.3% | +159.3% | +155.0% |
| 10Y | +804.7% | +135.8% | +669.0% | +483.5% |
| All | +23,761.0% | +5,092.7% | +18,668.3% | +5,147.4% |
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