+486.4%
PH vs TW
+298.0%
+188.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | +7.4% | +3.2% | +4.2% | +6.3% |
| 30D | +0.5% | +19.7% | -19.2% | -5.1% |
| 3M | -10.2% | +26.8% | -37.1% | -17.0% |
| 6M | +8.9% | +20.9% | -11.9% | +1.5% |
| YTD | +9.7% | +22.9% | -13.2% | +0.7% |
| 1Y | +12.8% | +20.4% | -7.5% | +4.3% |
| 3Y | +134.6% | +42.9% | +91.7% | +98.7% |
| 5Y | +204.5% | +40.2% | +164.3% | +154.3% |
| All | +486.4% | +298.0% | +188.4% | +215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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