+145.6%
XLK vs PH
+243.6%
-98.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.6% |
| 7D | -0.4% | -3.1% | +2.7% | +1.2% |
| 30D | -0.5% | -11.8% | +11.3% | +6.1% |
| 3M | +5.0% | +6.9% | -1.9% | +0.9% |
| 6M | +32.9% | -1.3% | +34.1% | +32.3% |
| YTD | +29.0% | +7.0% | +22.0% | +22.5% |
| 1Y | +37.8% | +23.1% | +14.7% | +20.4% |
| 3Y | +118.7% | +135.4% | -16.7% | +29.8% |
| 5Y | +145.6% | +250.3% | -104.8% | +10.3% |
| All | +145.6% | +243.6% | -98.0% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling