+14.4%
PH vs EXEL
+60.1%
-45.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +4.3% | -0.8% | +5.2% | +4.4% |
| 30D | +0.1% | +13.1% | -13.0% | -0.4% |
| 3M | -9.4% | +36.3% | -45.7% | -10.9% |
| 6M | +8.8% | +34.5% | -25.8% | +5.9% |
| YTD | +9.6% | +57.4% | -47.8% | +4.0% |
| 1Y | +14.4% | +62.9% | -48.5% | +8.1% |
| All | +14.4% | +60.1% | -45.7% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling