+24.5%
PH vs NVT
+71.6%
-47.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +0.6% |
| 7D | -1.3% | +4.1% | -5.4% | -2.3% |
| 30D | -11.0% | -5.1% | -5.8% | -10.1% |
| 3M | +5.5% | -1.2% | +6.7% | +5.1% |
| 6M | +1.5% | +46.6% | -45.1% | -10.1% |
| YTD | +8.8% | +60.0% | -51.2% | -5.1% |
| 1Y | +24.5% | +70.8% | -46.3% | +3.0% |
| All | +24.5% | +71.6% | -47.1% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling