+797.8%
PH vs ITW
+194.8%
+603.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.6% |
| 7D | -1.3% | -0.7% | -0.6% | -0.6% |
| 30D | -11.0% | -8.3% | -2.7% | -2.9% |
| 3M | +5.5% | +6.0% | -0.5% | -1.2% |
| 6M | +1.5% | 0.0% | +1.5% | +0.9% |
| YTD | +8.8% | +10.2% | -1.5% | -2.5% |
| 1Y | +24.5% | +3.2% | +21.3% | +18.8% |
| 3Y | +141.2% | +21.0% | +120.2% | +95.3% |
| 5Y | +256.3% | +37.9% | +218.4% | +150.1% |
| All | +797.8% | +194.8% | +603.0% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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