+7.5%
XEL vs PH
+24.6%
-17.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -1.2% | -3.1% | +1.9% | -1.0% |
| 30D | -2.9% | -11.8% | +8.9% | -2.2% |
| 3M | -2.7% | +6.9% | -9.6% | -2.9% |
| 6M | -6.5% | -1.3% | -5.3% | -6.6% |
| YTD | +3.6% | +7.0% | -3.3% | +4.0% |
| 1Y | +7.5% | +23.1% | -15.6% | +9.6% |
| All | +7.5% | +24.6% | -17.1% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling