+12.8%
PH vs TW
+19.3%
-6.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.5% |
| 7D | +7.4% | +3.2% | +4.2% | +7.5% |
| 30D | +0.5% | +19.7% | -19.2% | +1.3% |
| 3M | -10.2% | +26.8% | -37.1% | -9.4% |
| 6M | +8.9% | +20.9% | -11.9% | +10.2% |
| YTD | +9.7% | +22.9% | -13.2% | +11.1% |
| 1Y | +12.8% | +20.4% | -7.5% | +14.6% |
| All | +12.8% | +19.3% | -6.5% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling