+154.5%
EWT vs PH
+251.4%
-96.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +9.4% | -10.3% | +19.7% | +13.9% |
| 3M | +10.9% | +5.1% | +5.8% | +8.6% |
| 6M | +57.9% | +2.3% | +55.7% | +55.7% |
| YTD | +75.9% | +8.7% | +67.2% | +69.3% |
| 1Y | +89.7% | +26.8% | +62.9% | +71.6% |
| 3Y | +200.9% | +139.2% | +61.7% | +109.9% |
| 5Y | +154.5% | +251.1% | -96.6% | +49.9% |
| All | +154.5% | +251.4% | -96.9% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling