+19.3%
PH vs SW
+29.5%
-10.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.8% | -4.6% |
| 7D | -0.2% | +12.1% | -12.2% | -2.9% |
| 30D | -6.7% | +6.6% | -13.3% | -8.2% |
| 3M | -8.1% | -6.0% | -2.1% | -6.9% |
| 6M | +5.3% | +21.5% | -16.1% | -1.6% |
| YTD | +4.2% | +20.3% | -16.1% | -3.3% |
| 1Y | +19.3% | +28.1% | -8.8% | +8.2% |
| All | +19.3% | +29.5% | -10.2% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling