+2,457.3%
PH vs XRT
+529.0%
+1,928.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +4.1% |
| 7D | +2.0% | +0.9% | +1.1% | +0.9% |
| 30D | -3.7% | +7.9% | -11.6% | -9.7% |
| 3M | -14.0% | -0.2% | -13.9% | -14.8% |
| 6M | +2.1% | +5.6% | -3.5% | -3.6% |
| YTD | +5.1% | +5.7% | -0.6% | -1.1% |
| 1Y | +10.9% | +14.6% | -3.6% | -1.9% |
| 3Y | +132.9% | +50.7% | +82.3% | +65.3% |
| 5Y | +200.1% | -4.8% | +204.9% | +191.2% |
| 10Y | +783.8% | +152.6% | +631.2% | +258.8% |
| All | +2,457.3% | +529.0% | +1,928.3% | +365.6% |
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