+209.1%
PH vs EXE
+64.7%
+144.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.9% |
| 7D | +3.0% | -3.9% | +7.0% | +4.0% |
| 30D | -0.6% | -2.6% | +1.9% | -0.1% |
| 3M | -10.7% | -6.9% | -3.9% | -9.6% |
| 6M | +9.1% | -9.3% | +18.4% | +10.9% |
| YTD | +9.5% | -20.7% | +30.2% | +14.3% |
| 1Y | +14.0% | -21.8% | +35.9% | +19.2% |
| 3Y | +138.9% | +16.2% | +122.7% | +122.4% |
| 5Y | +209.1% | +61.1% | +148.0% | +164.9% |
| All | +209.1% | +64.7% | +144.4% | +164.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling