+182.6%
PH vs NXT
+181.9%
+0.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +0.4% | +2.9% | -2.5% | 0.0% |
| 30D | -10.8% | -17.2% | +6.4% | -8.5% |
| 3M | +8.5% | -32.0% | +40.4% | +13.7% |
| 6M | +3.9% | -15.8% | +19.7% | +4.2% |
| YTD | +9.4% | -1.9% | +11.3% | +6.6% |
| 1Y | +26.8% | +22.5% | +4.3% | +18.0% |
| 3Y | +140.8% | +100.5% | +40.3% | +95.3% |
| All | +182.6% | +181.9% | +0.6% | +107.4% |
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