+1,117.4%
XLI vs PH
+7,183.8%
-6,066.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.1% | -3.1% | +2.0% | +0.5% |
| 30D | -5.9% | -3.2% | -2.7% | -4.7% |
| 3M | -0.3% | +10.6% | -10.8% | -5.5% |
| 6M | +0.1% | -2.1% | +2.3% | +0.5% |
| YTD | +13.6% | +10.2% | +3.4% | +7.4% |
| 1Y | +17.2% | +28.2% | -11.0% | +2.3% |
| 3Y | +68.2% | +134.9% | -66.7% | +5.5% |
| 5Y | +80.7% | +253.6% | -172.9% | -9.6% |
| 10Y | +253.3% | +804.7% | -551.5% | +4.6% |
| All | +1,117.4% | +7,183.8% | -6,066.3% | +33.2% |
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