+422.3%
XLF vs PH
+7,183.8%
-6,761.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | 0.0% | -3.1% | +3.1% | +1.7% |
| 30D | +0.2% | -3.2% | +3.4% | +1.6% |
| 3M | +11.7% | +10.6% | +1.1% | +5.1% |
| 6M | +13.8% | -2.1% | +15.9% | +13.5% |
| YTD | +7.0% | +10.2% | -3.2% | -0.1% |
| 1Y | +9.1% | +28.2% | -19.1% | -6.7% |
| 3Y | +75.6% | +134.9% | -59.3% | +4.1% |
| 5Y | +66.4% | +253.6% | -187.2% | -23.1% |
| 10Y | +250.3% | +804.7% | -554.4% | -9.6% |
| All | +422.3% | +7,183.8% | -6,761.5% | -49.9% |
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 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