+2,062.5%
XEL vs PH
+25,004.0%
-22,941.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | +2.4% | +4.1% | -1.7% | +1.6% |
| 30D | +8.3% | -0.1% | +8.4% | +8.1% |
| 3M | +4.2% | -9.6% | +13.7% | +6.0% |
| 6M | +3.7% | +8.5% | -4.8% | +1.6% |
| YTD | +13.1% | +9.4% | +3.7% | +10.2% |
| 1Y | +5.0% | +14.2% | -9.2% | +1.4% |
| 3Y | +55.0% | +134.0% | -79.1% | +27.1% |
| 5Y | +51.8% | +203.8% | -152.0% | +16.1% |
| 10Y | +185.6% | +695.6% | -510.0% | +69.4% |
| All | +2,062.5% | +25,004.0% | -22,941.5% | +557.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling