+782.8%
PH vs GWW
+565.7%
+217.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | -3.1% | -3.1% | 0.0% | -1.2% |
| 30D | -11.8% | -2.3% | -9.4% | -10.5% |
| 3M | +6.9% | -3.3% | +10.2% | +8.8% |
| 6M | -1.3% | +15.4% | -16.6% | -10.0% |
| YTD | +7.0% | +26.7% | -19.8% | -8.5% |
| 1Y | +23.1% | +29.0% | -5.9% | +3.9% |
| 3Y | +135.4% | +89.0% | +46.4% | +56.6% |
| 5Y | +250.3% | +221.8% | +28.6% | +66.5% |
| All | +782.8% | +565.7% | +217.1% | +207.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling