+37.8%
XLC vs PH
+252.1%
-214.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | +0.2% | -10.8% | +11.1% | +4.7% |
| 3M | +0.6% | +8.5% | -7.8% | -3.2% |
| 6M | -4.5% | +3.9% | -8.4% | -7.0% |
| YTD | -4.7% | +9.4% | -14.1% | -9.5% |
| 1Y | -1.7% | +26.8% | -28.4% | -12.6% |
| 3Y | +72.3% | +140.8% | -68.5% | +10.4% |
| 5Y | +37.8% | +253.8% | -216.0% | -30.8% |
| All | +37.8% | +252.1% | -214.3% | -30.8% |
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 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