+561.3%
XLP vs PH
+6,651.8%
-6,090.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.3% |
| 7D | +3.5% | -3.9% | +7.4% | +4.3% |
| 30D | +11.6% | -9.4% | +21.0% | +13.7% |
| 3M | +7.6% | -10.3% | +18.0% | +9.8% |
| 6M | +10.0% | +2.7% | +7.3% | +8.7% |
| YTD | +19.7% | +2.1% | +17.6% | +18.0% |
| 1Y | +23.5% | +16.2% | +7.2% | +18.1% |
| 3Y | +44.0% | +129.3% | -85.3% | +15.8% |
| 5Y | +42.7% | +191.7% | -149.0% | +6.8% |
| 10Y | +131.3% | +759.2% | -627.9% | +28.5% |
| All | +561.3% | +6,651.8% | -6,090.5% | +117.1% |
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