+19.3%
PH vs NVMI
-11.6%
+30.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -3.3% |
| 7D | -0.2% | -11.8% | +11.6% | +1.9% |
| 30D | -6.7% | -24.8% | +18.1% | -2.4% |
| 3M | -8.1% | -28.6% | +20.5% | -3.4% |
| 6M | +5.3% | -40.0% | +45.3% | +12.2% |
| YTD | +4.2% | -10.1% | +14.3% | +8.8% |
| 1Y | +19.3% | -9.8% | +29.1% | +25.0% |
| All | +19.3% | -11.6% | +30.9% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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