+816.1%
XLB vs PH
+6,844.8%
-6,028.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -2.2% |
| 7D | -1.5% | +2.0% | -3.5% | -2.6% |
| 30D | +6.1% | -3.7% | +9.7% | +7.6% |
| 3M | 0.0% | -14.0% | +14.1% | +7.2% |
| 6M | 0.0% | +2.1% | -2.2% | -2.3% |
| YTD | +16.0% | +5.1% | +11.0% | +11.2% |
| 1Y | +24.7% | +10.9% | +13.8% | +16.2% |
| 3Y | +40.4% | +132.9% | -92.6% | -13.2% |
| 5Y | +30.7% | +200.1% | -169.4% | -30.6% |
| 10Y | +173.3% | +783.8% | -610.5% | -22.2% |
| All | +816.1% | +6,844.8% | -6,028.7% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling