+737.3%
PH vs XRT
+163.3%
+574.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.6% | +1.7% |
| 7D | +3.0% | +2.5% | +0.6% | +1.0% |
| 30D | -0.6% | +10.3% | -11.0% | -7.7% |
| 3M | -10.7% | +2.4% | -13.1% | -12.9% |
| 6M | +9.1% | +10.0% | -0.9% | +0.6% |
| YTD | +9.5% | +9.5% | 0.0% | +1.1% |
| 1Y | +14.0% | +17.2% | -3.1% | +0.3% |
| 3Y | +138.9% | +62.0% | +76.9% | +65.3% |
| 5Y | +209.1% | -2.1% | +211.2% | +198.4% |
| 10Y | +737.3% | +152.6% | +584.7% | +209.4% |
| All | +737.3% | +163.3% | +574.0% | +209.4% |
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