+58.1%
XLE vs PH
+135.3%
-77.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.7% |
| 7D | -12.0% | +2.0% | -14.0% | -12.4% |
| 30D | -2.7% | -3.7% | +0.9% | -2.0% |
| 3M | +6.6% | -14.0% | +20.6% | +10.3% |
| 6M | +9.5% | +2.1% | +7.4% | +7.9% |
| YTD | +40.6% | +5.1% | +35.5% | +35.3% |
| 1Y | +43.6% | +10.9% | +32.7% | +35.2% |
| 3Y | +58.1% | +132.9% | -74.9% | +8.4% |
| All | +58.1% | +135.3% | -77.3% | +8.4% |
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