+452.3%
EWT vs PH
+700.2%
-247.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +9.1% | +4.3% | +4.8% | +7.5% |
| 30D | -12.2% | +0.1% | -12.4% | -12.2% |
| 3M | -9.4% | -9.4% | 0.0% | -6.2% |
| 6M | +2.7% | +8.8% | -6.1% | -0.5% |
| YTD | +53.3% | +9.6% | +43.7% | +47.6% |
| 1Y | +59.2% | +14.4% | +44.7% | +50.9% |
| 3Y | +157.1% | +134.5% | +22.6% | +85.6% |
| 5Y | +119.6% | +204.4% | -84.8% | +41.5% |
| All | +452.3% | +700.2% | -247.9% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling