+5,121.5%
PH vs EXEL
+353.7%
+4,767.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.8% |
| 7D | +3.0% | +2.3% | +0.8% | +2.7% |
| 30D | -0.6% | +19.8% | -20.5% | -3.2% |
| 3M | -10.7% | +32.7% | -43.4% | -14.4% |
| 6M | +9.1% | +49.0% | -39.9% | +2.7% |
| YTD | +9.5% | +63.7% | -54.2% | +1.4% |
| 1Y | +14.0% | +75.8% | -61.8% | +4.5% |
| 3Y | +138.9% | +241.3% | -102.4% | +95.8% |
| 5Y | +209.1% | +289.0% | -79.9% | +145.7% |
| 10Y | +737.3% | +377.6% | +359.7% | +509.2% |
| All | +5,121.5% | +353.7% | +4,767.8% | +2,330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling