+149.9%
XLE vs PH
+197.3%
-47.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.9% |
| 7D | -12.0% | +2.0% | -14.0% | -12.6% |
| 30D | -2.7% | -3.7% | +0.9% | -1.8% |
| 3M | +6.6% | -14.0% | +20.6% | +11.6% |
| 6M | +9.5% | +2.1% | +7.4% | +7.5% |
| YTD | +40.6% | +5.1% | +35.5% | +34.7% |
| 1Y | +43.6% | +10.9% | +32.7% | +34.4% |
| 3Y | +58.1% | +132.9% | -74.9% | +5.5% |
| All | +149.9% | +197.3% | -47.3% | +43.1% |
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 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