+82.1%
EWT vs PH
+24.6%
+57.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.0% |
| 7D | -1.1% | -3.1% | +2.0% | 0.0% |
| 30D | +4.8% | -11.8% | +16.6% | +9.3% |
| 3M | +11.1% | +6.9% | +4.2% | +8.7% |
| 6M | +54.6% | -1.3% | +55.9% | +54.1% |
| YTD | +71.4% | +7.0% | +64.5% | +68.1% |
| 1Y | +82.1% | +23.1% | +59.0% | +70.6% |
| All | +82.1% | +24.6% | +57.5% | +70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling