+227.3%
XLI vs PH
+700.5%
-473.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.1% |
| 7D | +4.3% | +7.4% | -3.1% | +0.4% |
| 30D | +0.5% | +0.5% | 0.0% | -0.1% |
| 3M | -8.6% | -10.2% | +1.6% | -3.5% |
| 6M | -2.3% | +8.9% | -11.2% | -7.4% |
| YTD | +10.1% | +9.7% | +0.4% | +3.6% |
| 1Y | +11.0% | +12.8% | -1.8% | +2.8% |
| 3Y | +72.3% | +134.6% | -62.3% | +4.0% |
| 5Y | +70.8% | +204.5% | -133.7% | -13.2% |
| All | +227.3% | +700.5% | -473.1% | -6.0% |
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