+29.0%
XEL vs PH
+251.4%
-222.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | -1.4% | +5.1% | -6.5% | -2.1% |
| 6M | -5.8% | +2.3% | -8.1% | -6.3% |
| YTD | +4.7% | +8.7% | -4.0% | +3.3% |
| 1Y | +9.1% | +26.8% | -17.7% | +5.3% |
| 3Y | +47.8% | +139.2% | -91.3% | +27.5% |
| 5Y | +29.0% | +251.1% | -222.1% | -1.3% |
| All | +29.0% | +251.4% | -222.4% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling