-1.7%
XLC vs PH
+26.9%
-28.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +0.2% | -10.8% | +11.1% | +1.4% |
| 3M | +0.6% | +8.5% | -7.8% | -0.8% |
| 6M | -4.5% | +3.9% | -8.4% | -5.6% |
| YTD | -4.7% | +9.4% | -14.1% | -6.5% |
| 1Y | -1.7% | +26.8% | -28.4% | -5.7% |
| All | -1.7% | +26.9% | -28.5% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling