+216.0%
PH vs GWW
+224.6%
-8.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.2% |
| 7D | +6.9% | 0.0% | +6.9% | +6.9% |
| 30D | +1.7% | +14.0% | -12.3% | -6.7% |
| 3M | -8.1% | +14.4% | -22.5% | -16.0% |
| 6M | +11.5% | +21.7% | -10.2% | -2.4% |
| YTD | +11.4% | +48.4% | -37.1% | -15.2% |
| 1Y | +14.1% | +58.4% | -44.3% | -16.9% |
| 3Y | +138.2% | +92.3% | +46.0% | +50.8% |
| 5Y | +216.0% | +221.8% | -5.8% | +36.0% |
| All | +216.0% | +224.6% | -8.6% | +36.0% |
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