+134.0%
XLC vs PH
+550.1%
-416.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | +6.2% | +2.1% | +4.1% | +5.3% |
| 30D | -2.4% | +0.3% | -2.6% | -2.8% |
| 3M | -3.3% | -8.8% | +5.5% | -0.4% |
| 6M | -7.3% | +10.0% | -17.4% | -11.5% |
| YTD | -7.6% | +10.5% | -18.1% | -12.5% |
| 1Y | -3.7% | +15.5% | -19.2% | -10.4% |
| 3Y | +62.9% | +136.4% | -73.4% | +11.6% |
| 5Y | +41.6% | +213.6% | -171.9% | -15.3% |
| All | +134.0% | +550.1% | -416.1% | -3.1% |
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