+180.7%
PH vs NXT
+171.8%
+8.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.2% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -10.3% | -20.0% | +9.7% | -7.6% |
| 3M | +5.1% | -30.9% | +36.0% | +9.9% |
| 6M | +2.3% | -23.8% | +26.1% | +4.1% |
| YTD | +8.7% | -5.4% | +14.1% | +6.4% |
| 1Y | +26.8% | +28.0% | -1.3% | +17.0% |
| 3Y | +139.2% | +93.3% | +45.9% | +94.9% |
| All | +180.7% | +171.8% | +8.9% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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