+250.3%
PH vs NTR
+45.0%
+205.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.2% |
| 7D | -3.1% | -2.5% | -0.7% | -2.7% |
| 30D | -11.8% | +17.0% | -28.8% | -14.4% |
| 3M | +6.9% | +22.2% | -15.3% | +2.7% |
| 6M | -1.3% | +5.2% | -6.4% | -3.0% |
| YTD | +7.0% | +29.7% | -22.7% | -0.2% |
| 1Y | +23.1% | +39.4% | -16.3% | +12.5% |
| 3Y | +135.4% | +38.2% | +97.2% | +111.9% |
| 5Y | +250.3% | +47.6% | +202.7% | +172.6% |
| All | +250.3% | +45.0% | +205.4% | +172.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling