+251.1%
PH vs GWW
+221.1%
+30.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | 0.0% | -0.5% | +0.5% | +0.3% |
| 30D | -10.3% | -1.4% | -8.9% | -9.5% |
| 3M | +5.1% | -3.6% | +8.7% | +7.2% |
| 6M | +2.3% | +15.1% | -12.8% | -7.1% |
| YTD | +8.7% | +27.5% | -18.8% | -8.1% |
| 1Y | +26.8% | +29.6% | -2.8% | +5.7% |
| 3Y | +139.2% | +90.1% | +49.1% | +55.1% |
| 5Y | +251.1% | +222.6% | +28.5% | +68.7% |
| All | +251.1% | +221.1% | +30.0% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling