+6,438.2%
EW vs PH
+5,557.2%
+881.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.3% | -3.1% | +2.7% | +0.5% |
| 30D | +1.0% | -3.2% | +4.3% | +1.8% |
| 3M | +2.8% | +10.6% | -7.8% | -0.4% |
| 6M | +5.5% | -2.1% | +7.6% | +5.5% |
| YTD | +5.5% | +10.2% | -4.7% | +1.9% |
| 1Y | +11.0% | +28.2% | -17.2% | +2.5% |
| 3Y | +17.7% | +134.9% | -117.2% | -10.9% |
| 5Y | -25.7% | +253.6% | -279.4% | -50.8% |
| 10Y | +132.8% | +804.7% | -671.9% | +14.4% |
| All | +6,438.2% | +5,557.2% | +881.0% | +1,961.7% |
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