+184.5%
PH vs NXT
+178.8%
+5.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -3.1% | -1.1% | -2.0% | -2.9% |
| 30D | -3.2% | -15.3% | +12.1% | -1.1% |
| 3M | +10.6% | -43.8% | +54.4% | +18.9% |
| 6M | -2.1% | -18.7% | +16.5% | -1.3% |
| YTD | +10.2% | -3.0% | +13.2% | +7.5% |
| 1Y | +28.2% | +22.7% | +5.5% | +19.2% |
| 3Y | +134.9% | +95.9% | +39.0% | +91.2% |
| All | +184.5% | +178.8% | +5.8% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling