+788.5%
XLK vs PH
+820.2%
-31.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.5% |
| 7D | +0.2% | -1.3% | +1.5% | +0.8% |
| 30D | -0.6% | -11.0% | +10.3% | +4.9% |
| 3M | +2.6% | +5.5% | -3.0% | -0.4% |
| 6M | +34.0% | +1.5% | +32.5% | +31.8% |
| YTD | +30.7% | +8.8% | +21.9% | +24.0% |
| 1Y | +39.2% | +24.5% | +14.7% | +23.2% |
| 3Y | +120.4% | +141.2% | -20.7% | +39.8% |
| 5Y | +148.8% | +256.3% | -107.5% | +29.1% |
| All | +788.5% | +820.2% | -31.7% | +205.2% |
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 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