+2,582.1%
PH vs XME
+242.3%
+2,339.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -3.2% | +6.0% | -9.2% | -6.7% |
| 3M | +10.6% | -7.7% | +18.3% | +13.9% |
| 6M | -2.1% | +1.0% | -3.1% | -4.7% |
| YTD | +10.2% | +14.6% | -4.4% | -0.8% |
| 1Y | +28.2% | +46.0% | -17.7% | -0.2% |
| 3Y | +134.9% | +127.0% | +7.9% | +42.5% |
| 5Y | +253.6% | +175.8% | +77.8% | +86.1% |
| 10Y | +804.7% | +414.6% | +390.1% | +228.6% |
| All | +2,582.1% | +242.3% | +2,339.8% | +853.1% |
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