+197.7%
PH vs SW
-0.1%
+197.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.8% | -4.4% |
| 7D | -0.2% | +12.1% | -12.2% | -2.4% |
| 30D | -6.7% | +6.6% | -13.3% | -8.0% |
| 3M | -8.1% | -6.0% | -2.1% | -7.3% |
| 6M | +5.3% | +21.5% | -16.1% | +0.7% |
| YTD | +4.2% | +20.3% | -16.1% | -0.6% |
| 1Y | +19.3% | +28.1% | -8.8% | +12.5% |
| 3Y | +133.9% | +51.6% | +82.3% | +116.9% |
| 5Y | +197.7% | -0.1% | +197.8% | +167.3% |
| All | +197.7% | -0.1% | +197.8% | +167.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling