+998.7%
XLE vs PH
+7,203.3%
-6,204.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -6.7% | +2.1% | -8.8% | -7.7% |
| 30D | -4.4% | +0.3% | -4.7% | -4.9% |
| 3M | +4.0% | -8.8% | +12.8% | +7.9% |
| 6M | +13.2% | +10.0% | +3.1% | +6.2% |
| YTD | +41.9% | +10.5% | +31.4% | +31.0% |
| 1Y | +41.6% | +15.5% | +26.1% | +27.7% |
| 3Y | +64.0% | +136.4% | -72.4% | +0.3% |
| 5Y | +158.1% | +213.6% | -55.5% | +32.9% |
| 10Y | +163.9% | +713.9% | -550.0% | -16.5% |
| All | +998.7% | +7,203.3% | -6,204.5% | +57.6% |
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