+29.0%
XLB vs PH
+197.3%
-168.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -2.0% |
| 7D | -1.5% | +2.0% | -3.5% | -2.5% |
| 30D | +6.1% | -3.7% | +9.7% | +7.4% |
| 3M | 0.0% | -14.0% | +14.1% | +6.5% |
| 6M | 0.0% | +2.1% | -2.2% | -2.2% |
| YTD | +16.0% | +5.1% | +11.0% | +11.4% |
| 1Y | +24.7% | +10.9% | +13.8% | +16.7% |
| 3Y | +40.4% | +132.9% | -92.6% | -12.7% |
| All | +29.0% | +197.3% | -168.2% | -34.3% |
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