+710.0%
PH vs IWD
+205.2%
+504.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.2% |
| 7D | +6.9% | -0.6% | +7.5% | +7.7% |
| 30D | +1.7% | +3.6% | -1.9% | -3.7% |
| 3M | -8.1% | +2.7% | -10.8% | -11.9% |
| 6M | +11.5% | +13.2% | -1.7% | -7.3% |
| YTD | +11.4% | +26.8% | -15.4% | -21.4% |
| 1Y | +14.1% | +29.3% | -15.2% | -21.8% |
| 3Y | +138.2% | +85.1% | +53.1% | -1.0% |
| 5Y | +216.0% | +74.2% | +141.8% | +45.2% |
| 10Y | +710.0% | +204.6% | +505.4% | +73.4% |
| All | +710.0% | +205.2% | +504.7% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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