+159.6%
XLB vs PH
+794.6%
-635.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -0.2% | +0.4% | -0.6% | -0.5% |
| 30D | -1.7% | -10.8% | +9.1% | +3.9% |
| 3M | +4.4% | +8.5% | -4.1% | -0.4% |
| 6M | +5.0% | +3.9% | +1.1% | +1.9% |
| YTD | +15.5% | +9.4% | +6.1% | +9.0% |
| 1Y | +14.9% | +26.8% | -11.9% | +0.2% |
| 3Y | +34.5% | +140.8% | -106.3% | -18.8% |
| 5Y | +36.5% | +253.8% | -217.2% | -34.5% |
| 10Y | +159.6% | +792.3% | -632.7% | -26.4% |
| All | +159.6% | +794.6% | -635.0% | -26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling