+1,890.5%
XEL vs PH
+25,185.5%
-23,295.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.9% | -3.1% | +2.1% | -0.3% |
| 30D | -1.9% | -3.2% | +1.3% | -1.4% |
| 3M | -1.9% | +10.6% | -12.5% | -4.0% |
| 6M | -7.4% | -2.1% | -5.3% | -7.5% |
| YTD | +4.1% | +10.2% | -6.1% | +1.6% |
| 1Y | +8.1% | +28.2% | -20.2% | +2.1% |
| 3Y | +48.4% | +134.9% | -86.5% | +21.8% |
| 5Y | +27.2% | +253.6% | -226.4% | -5.6% |
| 10Y | +146.8% | +804.7% | -657.9% | +42.7% |
| All | +1,890.5% | +25,185.5% | -23,295.1% | +505.7% |
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