+1,080.1%
XLI vs PH
+7,148.9%
-6,068.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.1% |
| 7D | +4.3% | +7.4% | -3.1% | +0.6% |
| 30D | +0.5% | +0.5% | 0.0% | 0.0% |
| 3M | -8.6% | -10.2% | +1.6% | -3.8% |
| 6M | -2.3% | +8.9% | -11.2% | -7.0% |
| YTD | +10.1% | +9.7% | +0.4% | +4.1% |
| 1Y | +11.0% | +12.8% | -1.8% | +3.4% |
| 3Y | +72.3% | +134.6% | -62.3% | +8.3% |
| 5Y | +70.8% | +204.5% | -133.7% | -7.8% |
| 10Y | +228.7% | +697.5% | -468.8% | +3.3% |
| All | +1,080.1% | +7,148.9% | -6,068.8% | +29.0% |
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 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