+124.6%
XLP vs PH
+759.6%
-635.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.1% | -1.9% |
| 7D | +0.7% | +2.0% | -1.3% | +0.3% |
| 30D | +10.3% | -3.7% | +13.9% | +10.8% |
| 3M | +6.5% | -14.0% | +20.6% | +9.6% |
| 6M | +8.4% | +2.1% | +6.3% | +7.2% |
| YTD | +18.2% | +5.1% | +13.1% | +15.8% |
| 1Y | +22.4% | +10.9% | +11.5% | +18.4% |
| 3Y | +41.9% | +132.9% | -91.1% | +12.9% |
| 5Y | +40.9% | +200.1% | -159.2% | +3.0% |
| All | +124.6% | +759.6% | -635.0% | +38.0% |
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 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