+440.2%
PH vs NTR
+97.9%
+342.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -1.3% | -1.3% | 0.0% | -0.8% |
| 30D | -11.0% | +16.8% | -27.8% | -16.7% |
| 3M | +5.5% | +20.7% | -15.2% | -3.3% |
| 6M | +1.5% | +0.5% | +0.9% | -0.8% |
| YTD | +8.8% | +29.2% | -20.4% | -5.9% |
| 1Y | +24.5% | +39.6% | -15.1% | +3.1% |
| 3Y | +141.2% | +37.9% | +103.3% | +94.5% |
| 5Y | +256.3% | +47.1% | +209.2% | +131.8% |
| All | +440.2% | +97.9% | +342.2% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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