+19.3%
PH vs GWW
+55.5%
-36.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.5% | -10.2% | -6.2% |
| 7D | -0.2% | +11.1% | -11.3% | -4.5% |
| 30D | -6.7% | +15.7% | -22.5% | -12.4% |
| 3M | -8.1% | +14.8% | -22.9% | -13.4% |
| 6M | +5.3% | +30.9% | -25.6% | -7.0% |
| YTD | +4.2% | +48.5% | -44.3% | -13.3% |
| 1Y | +19.3% | +57.1% | -37.8% | -2.5% |
| All | +19.3% | +55.5% | -36.1% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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