+46.9%
XEL vs PH
+137.6%
-90.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -0.9% | -10.3% | +9.4% | 0.0% |
| 3M | -1.4% | +5.1% | -6.5% | -1.9% |
| 6M | -5.8% | +2.3% | -8.1% | -6.2% |
| YTD | +4.7% | +8.7% | -4.0% | +3.8% |
| 1Y | +9.1% | +26.8% | -17.7% | +6.6% |
| All | +46.9% | +137.6% | -90.7% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling