+4,738.0%
PH vs NVMI
+1,967.2%
+2,770.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.9% |
| 7D | -3.1% | +6.6% | -9.7% | -3.8% |
| 30D | -3.2% | -7.5% | +4.3% | -2.5% |
| 3M | +10.6% | -28.5% | +39.1% | +14.3% |
| 6M | -2.1% | -15.7% | +13.6% | -1.1% |
| YTD | +10.2% | +13.3% | -3.1% | +7.3% |
| 1Y | +28.2% | +48.3% | -20.1% | +20.4% |
| 3Y | +134.9% | +191.2% | -56.4% | +101.2% |
| 5Y | +253.6% | +268.7% | -15.0% | +193.2% |
| 10Y | +804.7% | +3,034.8% | -2,230.1% | +519.8% |
| All | +4,738.0% | +1,967.2% | +2,770.7% | +2,379.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling