+251.1%
PH vs NVT
+420.2%
-169.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.5% |
| 7D | 0.0% | +7.0% | -7.0% | -3.3% |
| 30D | -10.3% | -2.3% | -8.0% | -9.7% |
| 3M | +5.1% | -3.1% | +8.1% | +4.9% |
| 6M | +2.3% | +47.0% | -44.7% | -19.4% |
| YTD | +8.7% | +56.2% | -47.5% | -17.6% |
| 1Y | +26.8% | +74.5% | -47.8% | -11.3% |
| 3Y | +139.2% | +184.0% | -44.8% | +13.4% |
| 5Y | +251.1% | +410.8% | -159.7% | +7.8% |
| All | +251.1% | +420.2% | -169.1% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling