+209.1%
PH vs XME
+121.9%
+87.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +1.6% |
| 7D | +3.0% | +0.9% | +2.1% | +2.5% |
| 30D | -0.6% | -7.3% | +6.7% | +2.9% |
| 3M | -10.7% | -14.8% | +4.0% | -4.4% |
| 6M | +9.1% | -18.4% | +27.5% | +17.9% |
| YTD | +9.5% | -4.7% | +14.2% | +7.5% |
| 1Y | +14.0% | +5.7% | +8.3% | +5.5% |
| 3Y | +138.9% | +104.0% | +34.9% | +49.4% |
| 5Y | +209.1% | +122.4% | +86.7% | +81.4% |
| All | +209.1% | +121.9% | +87.2% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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