+142.8%
PH vs NVD
-99.1%
+242.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -1.1% |
| 7D | -3.1% | +9.0% | -12.2% | -2.1% |
| 30D | -11.8% | -5.5% | -6.3% | -12.1% |
| 3M | +6.9% | -24.6% | +31.5% | +4.5% |
| 6M | -1.3% | -42.1% | +40.8% | -5.6% |
| YTD | +7.0% | -44.3% | +51.3% | +2.4% |
| 1Y | +23.1% | -54.2% | +77.3% | +15.9% |
| 3Y | +135.4% | -99.1% | +234.5% | +52.9% |
| All | +142.8% | -99.1% | +242.0% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling