+23,639.3%
PH vs ITW
+10,282.1%
+13,357.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | +4.3% | +2.3% | +2.0% | +2.7% |
| 30D | +0.1% | +6.7% | -6.6% | -4.7% |
| 3M | -9.4% | -0.5% | -8.8% | -9.3% |
| 6M | +8.8% | +16.4% | -7.7% | -3.2% |
| YTD | +9.6% | +19.0% | -9.3% | -4.0% |
| 1Y | +14.4% | +20.2% | -5.8% | -0.6% |
| 3Y | +134.5% | +33.1% | +101.4% | +90.0% |
| 5Y | +204.4% | +35.7% | +168.7% | +145.4% |
| 10Y | +697.3% | +194.0% | +503.3% | +298.4% |
| All | +23,639.3% | +10,282.1% | +13,357.2% | +2,591.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling