+2,610.9%
PH vs XME
+180.8%
+2,430.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +6.9% | +1.5% | +5.4% | +5.9% |
| 30D | +1.7% | -7.3% | +8.9% | +5.7% |
| 3M | -8.1% | -17.4% | +9.3% | +1.0% |
| 6M | +11.5% | -21.8% | +33.3% | +24.4% |
| YTD | +11.4% | -6.0% | +17.3% | +10.9% |
| 1Y | +14.1% | +3.8% | +10.3% | +7.3% |
| 3Y | +138.2% | +100.0% | +38.2% | +53.9% |
| 5Y | +216.0% | +116.1% | +99.9% | +89.6% |
| 10Y | +710.0% | +280.6% | +429.4% | +244.2% |
| All | +2,610.9% | +180.8% | +2,430.1% | +966.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling