+196.7%
PH vs XRT
-5.3%
+202.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.9% |
| 7D | +2.0% | +0.9% | +1.1% | +1.1% |
| 30D | -3.7% | +7.9% | -11.6% | -8.7% |
| 3M | -14.0% | -0.2% | -13.9% | -14.6% |
| 6M | +2.1% | +5.6% | -3.5% | -2.6% |
| YTD | +5.1% | +5.7% | -0.6% | -0.1% |
| 1Y | +10.9% | +14.6% | -3.6% | +0.1% |
| 3Y | +132.9% | +50.7% | +82.3% | +75.2% |
| All | +196.7% | -5.3% | +202.0% | +188.2% |
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 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