+812.6%
PH vs EXEL
+378.5%
+434.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | 0.0% | -0.3% | +0.4% | +0.1% |
| 30D | -10.3% | +10.1% | -20.4% | -11.9% |
| 3M | +5.1% | +10.1% | -5.0% | +2.9% |
| 6M | +2.3% | +37.7% | -35.4% | -3.9% |
| YTD | +8.7% | +33.1% | -24.4% | +2.5% |
| 1Y | +26.8% | +52.4% | -25.6% | +16.3% |
| 3Y | +139.2% | +163.8% | -24.6% | +93.9% |
| 5Y | +251.1% | +198.5% | +52.6% | +173.0% |
| 10Y | +812.6% | +386.9% | +425.7% | +535.0% |
| All | +812.6% | +378.5% | +434.1% | +535.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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