+820.5%
XLB vs PH
+7,183.8%
-6,363.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.4% | -3.1% | +1.7% | +0.1% |
| 30D | -0.4% | -3.2% | +2.9% | +0.9% |
| 3M | +2.0% | +10.6% | -8.6% | -3.6% |
| 6M | +1.8% | -2.1% | +4.0% | +1.8% |
| YTD | +16.6% | +10.2% | +6.4% | +9.7% |
| 1Y | +16.9% | +28.2% | -11.3% | +1.4% |
| 3Y | +32.6% | +134.9% | -102.3% | -18.3% |
| 5Y | +35.6% | +253.6% | -218.0% | -33.6% |
| 10Y | +160.0% | +804.7% | -644.7% | -26.4% |
| All | +820.5% | +7,183.8% | -6,363.2% | -8.0% |
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