+39.1%
IWM vs PH
+254.3%
-215.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.1% | -3.1% | +3.2% | +1.8% |
| 30D | -1.3% | -3.2% | +2.0% | +0.2% |
| 3M | +1.6% | +10.6% | -9.0% | -4.6% |
| 6M | +13.6% | -2.1% | +15.7% | +13.6% |
| YTD | +20.8% | +10.2% | +10.6% | +12.7% |
| 1Y | +26.4% | +28.2% | -1.8% | +7.6% |
| 3Y | +60.7% | +134.9% | -74.2% | -6.4% |
| All | +39.1% | +254.3% | -215.1% | -39.1% |
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