+713.9%
PH vs EXEL
+363.4%
+350.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | +2.1% | -2.4% | +4.5% | +2.6% |
| 30D | +0.3% | +17.9% | -17.6% | -2.7% |
| 3M | -8.8% | +33.3% | -42.1% | -13.5% |
| 6M | +10.0% | +46.6% | -36.5% | +2.2% |
| YTD | +10.5% | +61.0% | -50.5% | +0.5% |
| 1Y | +15.5% | +70.4% | -54.9% | +3.9% |
| 3Y | +136.4% | +236.1% | -99.7% | +82.6% |
| 5Y | +213.6% | +284.8% | -71.3% | +131.5% |
| 10Y | +713.9% | +348.4% | +365.5% | +486.3% |
| All | +713.9% | +363.4% | +350.5% | +486.3% |
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