+133.6%
XLC vs PHM
+369.0%
-235.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.4% |
| 7D | +3.1% | -6.1% | +9.2% | +4.8% |
| 30D | -4.2% | +13.7% | -17.9% | -7.7% |
| 3M | -2.1% | -1.5% | -0.6% | -2.1% |
| 6M | -6.6% | +11.3% | -17.9% | -10.0% |
| YTD | -7.8% | +8.9% | -16.7% | -11.2% |
| 1Y | -4.1% | +6.1% | -10.2% | -7.2% |
| 3Y | +62.6% | +57.7% | +4.9% | +35.4% |
| 5Y | +39.6% | +159.0% | -119.3% | -2.7% |
| All | +133.6% | +369.0% | -235.4% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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