+170.7%
XLE vs PH
+794.6%
-624.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +12.6% | -10.8% | +23.5% | +19.6% |
| 3M | +11.8% | +8.5% | +3.4% | +5.7% |
| 6M | +16.1% | +3.9% | +12.2% | +10.7% |
| YTD | +46.9% | +9.4% | +37.4% | +35.3% |
| 1Y | +53.3% | +26.8% | +26.5% | +28.7% |
| 3Y | +54.9% | +140.8% | -85.9% | -15.9% |
| 5Y | +225.7% | +253.8% | -28.1% | +31.9% |
| 10Y | +170.7% | +792.3% | -621.7% | -41.2% |
| All | +170.7% | +794.6% | -624.0% | -41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling