+14.4%
PH vs NVD
-5.2%
+19.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | +0.3% |
| 7D | +4.3% | +28.6% | -24.3% | +7.0% |
| 30D | +0.1% | +73.6% | -73.5% | +6.3% |
| 3M | -9.4% | +70.1% | -79.5% | -3.3% |
| 6M | +8.8% | +53.6% | -44.8% | +15.9% |
| YTD | +9.6% | -7.0% | +16.6% | +10.6% |
| 1Y | +14.4% | -9.0% | +23.4% | +15.1% |
| All | +14.4% | -5.2% | +19.6% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling