+471.9%
PH vs TW
+209.8%
+262.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -3.1% | -2.7% | -0.4% | -2.3% |
| 30D | -11.8% | -1.7% | -10.0% | -11.4% |
| 3M | +6.9% | +1.6% | +5.3% | +5.5% |
| 6M | -1.3% | -17.7% | +16.4% | +4.2% |
| YTD | +7.0% | -4.3% | +11.3% | +6.5% |
| 1Y | +23.1% | -13.1% | +36.2% | +26.6% |
| 3Y | +135.4% | +20.3% | +115.1% | +109.8% |
| 5Y | +250.3% | +22.0% | +228.4% | +203.1% |
| All | +471.9% | +209.8% | +262.1% | +233.6% |
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