+54.6%
XLE vs PH
+134.7%
-80.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.2% | -3.1% | +5.3% | +2.9% |
| 30D | +11.8% | -3.2% | +15.0% | +12.5% |
| 3M | +9.8% | +10.6% | -0.8% | +6.3% |
| 6M | +15.6% | -2.1% | +17.7% | +15.5% |
| YTD | +45.3% | +10.2% | +35.1% | +38.8% |
| 1Y | +48.3% | +28.2% | +20.1% | +33.4% |
| All | +54.6% | +134.7% | -80.1% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling