+1,024.7%
XLE vs PHM
+2,168.2%
-1,143.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.2% | -3.2% | +5.4% | +2.9% |
| 30D | +11.8% | -6.4% | +18.2% | +13.3% |
| 3M | +9.8% | +5.5% | +4.3% | +7.7% |
| 6M | +15.6% | -5.4% | +21.0% | +15.7% |
| YTD | +45.3% | +6.6% | +38.7% | +41.0% |
| 1Y | +48.3% | -8.8% | +57.1% | +48.9% |
| 3Y | +55.4% | +54.1% | +1.3% | +34.3% |
| 5Y | +216.1% | +144.5% | +71.6% | +137.2% |
| 10Y | +178.4% | +569.4% | -391.0% | +58.7% |
| All | +1,024.7% | +2,168.2% | -1,143.5% | +323.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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