+797.8%
PH vs NVMI
+3,158.6%
-2,360.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -11.0% | -8.4% | -2.6% | -8.7% |
| 3M | +5.5% | -33.6% | +39.1% | +18.1% |
| 6M | +1.5% | -14.7% | +16.1% | +3.0% |
| YTD | +8.8% | +13.2% | -4.4% | -0.7% |
| 1Y | +24.5% | +29.0% | -4.5% | +7.1% |
| 3Y | +141.2% | +215.0% | -73.8% | +38.6% |
| 5Y | +256.3% | +268.6% | -12.3% | +83.7% |
| All | +797.8% | +3,158.6% | -2,360.8% | +162.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling