+246.5%
XLF vs PH
+804.8%
-558.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.5% |
| 7D | -2.9% | -3.1% | +0.2% | -1.3% |
| 30D | -1.6% | -11.8% | +10.2% | +4.9% |
| 3M | +9.3% | +6.9% | +2.3% | +4.8% |
| 6M | +14.6% | -1.3% | +15.9% | +13.9% |
| YTD | +4.7% | +7.0% | -2.2% | -0.6% |
| 1Y | +8.6% | +23.1% | -14.5% | -4.9% |
| 3Y | +73.9% | +135.4% | -61.5% | +2.5% |
| 5Y | +65.0% | +250.3% | -185.3% | -24.8% |
| All | +246.5% | +804.8% | -558.2% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling