+249.6%
PH vs NTRS
+93.2%
+156.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | -1.3% | +1.4% | -2.7% | -2.0% |
| 30D | -11.0% | -0.7% | -10.3% | -10.6% |
| 3M | +5.5% | +11.3% | -5.8% | -0.7% |
| 6M | +1.5% | +35.5% | -34.1% | -14.6% |
| YTD | +8.8% | +40.6% | -31.8% | -10.9% |
| 1Y | +24.5% | +49.2% | -24.7% | -1.6% |
| 3Y | +141.2% | +167.2% | -26.1% | +36.1% |
| All | +249.6% | +93.2% | +156.4% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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