+267.1%
PH vs EXE
+188.3%
+78.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -3.1% | -2.2% | -0.9% | -2.7% |
| 30D | -11.8% | -0.8% | -11.0% | -11.7% |
| 3M | +6.9% | +10.0% | -3.1% | +4.4% |
| 6M | -1.3% | -6.3% | +5.1% | -0.3% |
| YTD | +7.0% | -10.7% | +17.6% | +8.8% |
| 1Y | +23.1% | +2.7% | +20.4% | +20.3% |
| 3Y | +135.4% | +19.1% | +116.3% | +119.7% |
| 5Y | +250.3% | +105.4% | +144.9% | +185.8% |
| All | +267.1% | +188.3% | +78.8% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling