+1,920.9%
XEL vs PHM
+11,050.0%
-9,129.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.1% | +2.0% |
| 7D | +1.3% | -2.5% | +3.8% | +1.6% |
| 30D | -1.5% | -9.7% | +8.1% | -0.3% |
| 3M | -0.2% | +2.2% | -2.4% | -0.7% |
| 6M | -5.4% | -5.7% | +0.2% | -5.0% |
| YTD | +5.6% | +2.8% | +2.8% | +4.9% |
| 1Y | +10.5% | -14.4% | +24.9% | +12.0% |
| 3Y | +49.2% | +52.2% | -3.0% | +39.2% |
| 5Y | +30.1% | +154.3% | -124.1% | +12.4% |
| 10Y | +146.7% | +545.9% | -399.2% | +85.2% |
| All | +1,920.9% | +11,050.0% | -9,129.1% | +787.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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