+2,582.1%
PH vs XRT
+514.3%
+2,067.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.9% |
| 7D | -3.1% | +0.8% | -3.9% | -3.6% |
| 30D | -3.2% | -4.2% | +0.9% | -0.3% |
| 3M | +10.6% | +5.1% | +5.5% | +5.9% |
| 6M | -2.1% | +2.4% | -4.6% | -4.7% |
| YTD | +10.2% | +3.2% | +7.0% | +6.5% |
| 1Y | +28.2% | +1.5% | +26.7% | +24.8% |
| 3Y | +134.9% | +40.6% | +94.3% | +77.2% |
| 5Y | +253.6% | -1.0% | +254.6% | +234.3% |
| 10Y | +804.7% | +128.4% | +676.3% | +301.0% |
| All | +2,582.1% | +514.3% | +2,067.8% | +401.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling