+23,060.7%
PH vs NTRS
+7,716.8%
+15,343.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -2.2% |
| 7D | -3.1% | +0.3% | -3.5% | -3.3% |
| 30D | -11.8% | +0.2% | -11.9% | -11.8% |
| 3M | +6.9% | +13.2% | -6.3% | +0.9% |
| 6M | -1.3% | +36.9% | -38.2% | -14.7% |
| YTD | +7.0% | +39.1% | -32.2% | -8.6% |
| 1Y | +23.1% | +50.4% | -27.3% | +1.4% |
| 3Y | +135.4% | +166.8% | -31.4% | +49.0% |
| 5Y | +250.3% | +92.9% | +157.5% | +151.3% |
| 10Y | +798.0% | +255.7% | +542.4% | +404.2% |
| All | +23,060.7% | +7,716.8% | +15,343.9% | +5,143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling