+1,090.8%
XLI vs PH
+7,261.8%
-6,171.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.9% |
| 7D | +0.9% | +6.9% | -6.0% | -2.4% |
| 30D | +1.1% | +1.7% | -0.6% | 0.0% |
| 3M | -7.7% | -8.1% | +0.5% | -4.0% |
| 6M | -1.8% | +11.5% | -13.3% | -7.7% |
| YTD | +11.1% | +11.4% | -0.3% | +4.2% |
| 1Y | +12.1% | +14.1% | -2.0% | +3.9% |
| 3Y | +73.8% | +138.2% | -64.4% | +8.4% |
| 5Y | +73.8% | +216.0% | -142.2% | -8.0% |
| 10Y | +231.7% | +710.0% | -478.3% | +3.5% |
| All | +1,090.8% | +7,261.8% | -6,171.0% | +29.2% |
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