+792.3%
PH vs XRT
+123.1%
+669.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.8% |
| 7D | +0.4% | -0.3% | +0.7% | +0.6% |
| 30D | -10.8% | -5.6% | -5.2% | -7.2% |
| 3M | +8.5% | +2.5% | +5.9% | +5.9% |
| 6M | +3.9% | +3.7% | +0.3% | +0.4% |
| YTD | +9.4% | +1.0% | +8.4% | +7.6% |
| 1Y | +26.8% | -1.2% | +28.0% | +26.1% |
| 3Y | +140.8% | +43.4% | +97.4% | +82.4% |
| 5Y | +253.8% | -0.7% | +254.5% | +237.6% |
| 10Y | +792.3% | +123.7% | +668.7% | +249.2% |
| All | +792.3% | +123.1% | +669.2% | +249.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling