+649.7%
XLU vs PH
+7,132.9%
-6,483.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | -0.4% | -10.8% | +10.4% | +2.5% |
| 3M | +0.5% | +8.5% | -8.0% | -1.8% |
| 6M | -5.8% | +3.9% | -9.7% | -7.2% |
| YTD | +3.1% | +9.4% | -6.3% | +0.2% |
| 1Y | +8.1% | +26.8% | -18.7% | +1.0% |
| 3Y | +50.5% | +140.8% | -90.3% | +17.1% |
| 5Y | +44.7% | +253.8% | -209.1% | +0.2% |
| 10Y | +136.8% | +792.3% | -655.5% | +21.9% |
| All | +649.7% | +7,132.9% | -6,483.2% | +124.0% |
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 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