+36.5%
XLB vs PH
+252.1%
-215.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | -1.7% | -10.8% | +9.1% | +3.3% |
| 3M | +4.4% | +8.5% | -4.1% | 0.0% |
| 6M | +5.0% | +3.9% | +1.1% | +2.2% |
| YTD | +15.5% | +9.4% | +6.1% | +9.5% |
| 1Y | +14.9% | +26.8% | -11.9% | +1.4% |
| 3Y | +34.5% | +140.8% | -106.3% | -16.5% |
| 5Y | +36.5% | +253.8% | -217.2% | -34.2% |
| All | +36.5% | +252.1% | -215.5% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling