+42.7%
XLP vs PH
+187.9%
-145.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | +3.5% | -3.9% | +7.4% | +4.0% |
| 30D | +11.6% | -9.4% | +21.0% | +13.0% |
| 3M | +7.6% | -10.3% | +18.0% | +9.1% |
| 6M | +10.0% | +2.7% | +7.3% | +8.9% |
| YTD | +19.7% | +2.1% | +17.6% | +18.3% |
| 1Y | +23.5% | +16.2% | +7.2% | +19.1% |
| 3Y | +44.0% | +129.3% | -85.3% | +17.4% |
| 5Y | +42.7% | +191.7% | -149.0% | +4.0% |
| All | +42.7% | +187.9% | -145.2% | +4.0% |
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 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