+1,604.5%
PH vs SW
+755.0%
+849.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -3.1% | -5.1% | +2.0% | -2.6% |
| 30D | -3.2% | -4.6% | +1.3% | -2.9% |
| 3M | +10.6% | +9.4% | +1.2% | +9.4% |
| 6M | -2.1% | +3.5% | -5.6% | -2.7% |
| YTD | +10.2% | +22.0% | -11.8% | +7.8% |
| 1Y | +28.2% | +2.2% | +26.0% | +27.1% |
| 3Y | +134.9% | +19.6% | +115.3% | +128.9% |
| 5Y | +253.6% | -2.3% | +256.0% | +242.9% |
| 10Y | +804.7% | +181.4% | +623.4% | +716.1% |
| All | +1,604.5% | +755.0% | +849.5% | +1,274.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling