+171.3%
PH vs NXT
+246.1%
-74.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.3% | -2.5% | +2.1% |
| 7D | +2.0% | +32.2% | -30.2% | -2.2% |
| 30D | -3.7% | +21.9% | -25.6% | -6.6% |
| 3M | -14.0% | +6.6% | -20.6% | -15.3% |
| 6M | +2.1% | -16.8% | +18.9% | +2.8% |
| YTD | +5.1% | +20.4% | -15.4% | -1.0% |
| 1Y | +10.9% | -1.5% | +12.5% | +7.5% |
| 3Y | +132.9% | +182.4% | -49.4% | +78.1% |
| All | +171.3% | +246.1% | -74.8% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling