+23,761.0%
PH vs ITW
+9,591.0%
+14,170.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -3.1% | -3.6% | +0.5% | -0.5% |
| 30D | -3.2% | -9.1% | +5.9% | +3.7% |
| 3M | +10.6% | +8.2% | +2.4% | +4.1% |
| 6M | -2.1% | -4.8% | +2.6% | +1.3% |
| YTD | +10.2% | +11.0% | -0.8% | +1.8% |
| 1Y | +28.2% | +4.2% | +24.0% | +23.7% |
| 3Y | +134.9% | +17.3% | +117.6% | +109.6% |
| 5Y | +253.6% | +33.0% | +220.6% | +190.5% |
| 10Y | +804.7% | +182.3% | +622.4% | +368.5% |
| All | +23,761.0% | +9,591.0% | +14,170.0% | +2,753.0% |
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 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