+1,106.7%
XLY vs PH
+7,090.2%
-5,983.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.1% |
| 7D | -1.7% | -1.3% | -0.4% | -1.1% |
| 30D | -4.2% | -11.0% | +6.8% | +0.9% |
| 3M | -2.7% | +5.5% | -8.2% | -5.5% |
| 6M | -0.6% | +1.5% | -2.1% | -2.2% |
| YTD | -5.0% | +8.8% | -13.8% | -9.7% |
| 1Y | -4.1% | +24.5% | -28.6% | -14.6% |
| 3Y | +33.6% | +141.2% | -107.6% | -13.4% |
| 5Y | +28.7% | +256.3% | -227.6% | -30.8% |
| 10Y | +219.6% | +813.3% | -593.7% | +3.9% |
| All | +1,106.7% | +7,090.2% | -5,983.5% | +52.3% |
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