+256.3%
PH vs EXE
+106.0%
+150.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -3.2% | +8.5% | -11.7% | -5.1% |
| 3M | +10.6% | +5.5% | +5.1% | +9.0% |
| 6M | -2.1% | -5.9% | +3.8% | -1.3% |
| YTD | +10.2% | -9.7% | +19.9% | +11.9% |
| 1Y | +28.2% | +3.6% | +24.6% | +25.0% |
| 3Y | +134.9% | +18.0% | +116.8% | +119.2% |
| All | +256.3% | +106.0% | +150.2% | +189.8% |
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