+166.9%
IWM vs PH
+794.6%
-627.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | -2.3% | -10.8% | +8.5% | +3.8% |
| 3M | +4.0% | +8.5% | -4.5% | -1.2% |
| 6M | +17.9% | +3.9% | +14.0% | +14.1% |
| YTD | +20.2% | +9.4% | +10.8% | +12.9% |
| 1Y | +25.0% | +26.8% | -1.8% | +7.7% |
| 3Y | +66.0% | +140.8% | -74.8% | -1.8% |
| 5Y | +40.0% | +253.8% | -213.7% | -34.2% |
| 10Y | +166.9% | +792.3% | -625.5% | -28.7% |
| All | +166.9% | +794.6% | -627.8% | -28.7% |
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 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