+253.8%
PH vs EXEL
+195.7%
+58.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | -10.8% | +6.7% | -17.5% | -11.6% |
| 3M | +8.5% | +11.5% | -3.0% | +6.5% |
| 6M | +3.9% | +38.8% | -34.9% | -1.4% |
| YTD | +9.4% | +31.6% | -22.2% | +4.4% |
| 1Y | +26.8% | +53.0% | -26.2% | +17.9% |
| 3Y | +140.8% | +160.8% | -20.0% | +102.6% |
| 5Y | +253.8% | +190.1% | +63.7% | +183.5% |
| All | +253.8% | +195.7% | +58.0% | +183.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling