+1,024.7%
XLE vs PH
+7,183.8%
-6,159.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.2% | -3.1% | +5.3% | +3.7% |
| 30D | +11.8% | -3.2% | +15.0% | +13.2% |
| 3M | +9.8% | +10.6% | -0.8% | +3.6% |
| 6M | +15.6% | -2.1% | +17.7% | +14.2% |
| YTD | +45.3% | +10.2% | +35.1% | +35.0% |
| 1Y | +48.3% | +28.2% | +20.1% | +27.2% |
| 3Y | +55.4% | +134.9% | -79.4% | -4.6% |
| 5Y | +216.1% | +253.6% | -37.5% | +53.7% |
| 10Y | +178.4% | +804.7% | -626.3% | -15.7% |
| All | +1,024.7% | +7,183.8% | -6,159.0% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling