+273.0%
PH vs EXE
+187.5%
+85.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | 0.0% | -2.7% | +2.7% | +0.6% |
| 30D | -10.3% | -0.4% | -9.9% | -10.3% |
| 3M | +5.1% | +9.5% | -4.4% | +2.7% |
| 6M | +2.3% | -9.3% | +11.6% | +4.0% |
| YTD | +8.7% | -10.9% | +19.6% | +10.6% |
| 1Y | +26.8% | +4.3% | +22.5% | +23.4% |
| 3Y | +139.2% | +18.8% | +120.4% | +123.3% |
| 5Y | +251.1% | +101.4% | +149.7% | +187.5% |
| All | +273.0% | +187.5% | +85.5% | +183.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling