+282.2%
PH vs EXE
+163.8%
+118.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +6.9% | +1.5% | +5.4% | +6.5% |
| 30D | +1.7% | -0.2% | +1.9% | +1.7% |
| 3M | -8.1% | -9.2% | +1.1% | -6.4% |
| 6M | +11.5% | -7.2% | +18.7% | +12.8% |
| YTD | +11.4% | -18.3% | +29.6% | +15.3% |
| 1Y | +14.1% | -23.6% | +37.7% | +20.0% |
| 3Y | +138.2% | +21.9% | +116.3% | +120.6% |
| 5Y | +216.0% | +73.7% | +142.3% | +168.2% |
| All | +282.2% | +163.8% | +118.4% | +195.4% |
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