+558.6%
PH vs NVT
+731.8%
-173.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | -1.0% |
| 7D | -1.3% | +4.1% | -5.4% | -3.7% |
| 30D | -11.0% | -5.1% | -5.8% | -8.7% |
| 3M | +5.5% | -1.2% | +6.7% | +3.9% |
| 6M | +1.5% | +46.6% | -45.1% | -23.3% |
| YTD | +8.8% | +60.0% | -51.2% | -22.8% |
| 1Y | +24.5% | +70.8% | -46.3% | -16.9% |
| 3Y | +141.2% | +187.5% | -46.4% | +5.1% |
| 5Y | +256.3% | +426.1% | -169.8% | -1.0% |
| All | +558.6% | +731.8% | -173.2% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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