+26.8%
PH vs NXT
+18.1%
+8.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.4% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -10.3% | -20.0% | +9.7% | -8.6% |
| 3M | +5.1% | -30.9% | +36.0% | +8.1% |
| 6M | +2.3% | -23.8% | +26.1% | +3.4% |
| YTD | +8.7% | -5.4% | +14.1% | +7.7% |
| 1Y | +26.8% | +28.0% | -1.3% | +21.5% |
| All | +26.8% | +18.1% | +8.6% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling