+132.9%
PH vs EXEL
+231.1%
-98.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.7% |
| 7D | +2.0% | +0.3% | +1.7% | +2.0% |
| 30D | -3.7% | +19.0% | -22.7% | -5.6% |
| 3M | -14.0% | +33.3% | -47.3% | -16.9% |
| 6M | +2.1% | +42.9% | -40.7% | -2.6% |
| YTD | +5.1% | +58.7% | -53.7% | -1.5% |
| 1Y | +10.9% | +70.5% | -59.6% | +3.0% |
| 3Y | +132.9% | +233.8% | -100.9% | +96.6% |
| All | +132.9% | +231.1% | -98.2% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling