+216.0%
PH vs TW
+41.3%
+174.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +6.9% | +2.8% | +4.0% | +6.2% |
| 30D | +1.7% | +18.1% | -16.4% | -2.2% |
| 3M | -8.1% | +25.2% | -33.4% | -13.0% |
| 6M | +11.5% | +19.1% | -7.6% | +6.4% |
| YTD | +11.4% | +21.9% | -10.5% | +4.8% |
| 1Y | +14.1% | +18.9% | -4.8% | +8.1% |
| 3Y | +138.2% | +41.7% | +96.5% | +109.3% |
| 5Y | +216.0% | +40.4% | +175.6% | +163.2% |
| All | +216.0% | +41.3% | +174.7% | +163.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling