+486.2%
PH vs TW
+301.3%
+184.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.3% |
| 7D | +4.3% | +3.9% | +0.4% | +3.1% |
| 30D | +0.1% | +19.9% | -19.8% | -5.5% |
| 3M | -9.4% | +25.9% | -35.3% | -16.0% |
| 6M | +8.8% | +21.1% | -12.4% | +1.3% |
| YTD | +9.6% | +23.9% | -14.3% | +0.4% |
| 1Y | +14.4% | +21.2% | -6.8% | +5.6% |
| 3Y | +134.5% | +44.8% | +89.7% | +97.8% |
| 5Y | +204.4% | +41.4% | +163.0% | +153.6% |
| All | +486.2% | +301.3% | +184.9% | +214.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling