+41.9%
XLP vs PH
+135.3%
-93.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.1% | -1.4% |
| 7D | +0.7% | +2.0% | -1.3% | +0.6% |
| 30D | +10.3% | -3.7% | +13.9% | +10.4% |
| 3M | +6.5% | -14.0% | +20.6% | +7.5% |
| 6M | +8.4% | +2.1% | +6.3% | +7.8% |
| YTD | +18.2% | +5.1% | +13.1% | +17.2% |
| 1Y | +22.4% | +10.9% | +11.5% | +20.7% |
| 3Y | +41.9% | +132.9% | -91.1% | +24.9% |
| All | +41.9% | +135.3% | -93.5% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling