+35.8%
XLC vs PH
+197.3%
-161.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | -0.6% |
| 7D | +4.9% | +2.0% | +2.9% | +4.0% |
| 30D | -5.8% | -3.7% | -2.1% | -4.8% |
| 3M | -5.4% | -14.0% | +8.6% | -0.3% |
| 6M | -10.2% | +2.1% | -12.3% | -12.0% |
| YTD | -10.2% | +5.1% | -15.2% | -13.7% |
| 1Y | -5.6% | +10.9% | -16.6% | -11.6% |
| 3Y | +61.0% | +132.9% | -72.0% | +3.0% |
| All | +35.8% | +197.3% | -161.4% | -28.2% |
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