+1,477.5%
XLK vs PH
+7,132.9%
-5,655.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +2.3% | +0.4% | +1.9% | +2.1% |
| 30D | -0.1% | -10.8% | +10.8% | +5.1% |
| 3M | +2.1% | +8.5% | -6.3% | -1.8% |
| 6M | +37.2% | +3.9% | +33.3% | +33.7% |
| YTD | +30.8% | +9.4% | +21.4% | +24.3% |
| 1Y | +42.6% | +26.8% | +15.8% | +26.4% |
| 3Y | +121.8% | +140.8% | -19.0% | +45.7% |
| 5Y | +145.7% | +253.8% | -108.1% | +34.7% |
| 10Y | +782.1% | +792.3% | -10.3% | +200.7% |
| All | +1,477.5% | +7,132.9% | -5,655.4% | +111.8% |
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