+166.5%
XLE vs PH
+209.1%
-42.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.0% |
| 7D | +4.4% | +7.4% | -3.0% | +2.0% |
| 30D | -4.3% | +0.5% | -4.7% | -4.6% |
| 3M | +6.0% | -10.2% | +16.3% | +9.5% |
| 6M | +13.2% | +8.9% | +4.3% | +8.7% |
| YTD | +46.7% | +9.7% | +37.1% | +38.6% |
| 1Y | +46.6% | +12.8% | +33.8% | +36.8% |
| 3Y | +69.6% | +134.6% | -65.0% | +13.4% |
| 5Y | +166.5% | +204.5% | -38.0% | +52.9% |
| All | +166.5% | +209.1% | -42.5% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling