+167.7%
XLB vs PH
+778.3%
-610.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | -0.2% |
| 7D | -1.4% | +3.0% | -4.4% | -3.0% |
| 30D | +7.1% | -0.6% | +7.7% | +6.9% |
| 3M | +0.6% | -10.7% | +11.4% | +5.7% |
| 6M | +3.5% | +9.1% | -5.6% | -2.1% |
| YTD | +18.2% | +9.5% | +8.7% | +11.0% |
| 1Y | +25.6% | +14.0% | +11.6% | +15.4% |
| 3Y | +46.7% | +138.9% | -92.2% | -11.2% |
| 5Y | +30.9% | +209.1% | -178.2% | -32.7% |
| 10Y | +167.7% | +737.3% | -569.6% | -18.7% |
| All | +167.7% | +778.3% | -610.6% | -18.7% |
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 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