+142.5%
XLC vs PH
+548.3%
-405.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.8% | -3.1% | +2.2% | +0.3% |
| 30D | +1.0% | -3.2% | +4.3% | +2.1% |
| 3M | -0.7% | +10.6% | -11.3% | -5.0% |
| 6M | -5.1% | -2.1% | -3.0% | -5.3% |
| YTD | -4.3% | +10.2% | -14.5% | -8.9% |
| 1Y | -0.6% | +28.2% | -28.8% | -11.1% |
| 3Y | +72.7% | +134.9% | -62.2% | +18.6% |
| 5Y | +38.0% | +253.6% | -215.6% | -20.9% |
| All | +142.5% | +548.3% | -405.9% | +0.9% |
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