+64.4%
XLF vs PH
+251.4%
-187.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -1.0% | 0.0% | -1.1% | -1.0% |
| 30D | -1.3% | -10.3% | +9.0% | +3.4% |
| 3M | +9.1% | +5.1% | +4.1% | +6.2% |
| 6M | +14.4% | +2.3% | +12.1% | +12.0% |
| YTD | +5.1% | +8.7% | -3.6% | -0.1% |
| 1Y | +8.6% | +26.8% | -18.1% | -4.3% |
| 3Y | +74.4% | +139.2% | -64.8% | +9.4% |
| 5Y | +64.4% | +251.1% | -186.7% | -19.8% |
| All | +64.4% | +251.4% | -187.1% | -19.8% |
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