+209.7%
PH vs XRT
-4.8%
+214.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.3% |
| 7D | +4.3% | +1.7% | +2.6% | +3.3% |
| 30D | +0.1% | +7.5% | -7.4% | -4.8% |
| 3M | -9.4% | +2.2% | -11.6% | -11.2% |
| 6M | +8.8% | +14.7% | -5.9% | -1.5% |
| YTD | +9.6% | +7.5% | +2.1% | +3.2% |
| 1Y | +14.4% | +14.1% | +0.3% | +3.6% |
| 3Y | +134.5% | +58.8% | +75.8% | +70.8% |
| All | +209.7% | -4.8% | +214.5% | +203.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling