+797.8%
PH vs WTW
+198.0%
+599.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.3% | -5.7% | +4.4% | +1.8% |
| 30D | -11.0% | -7.3% | -3.7% | -7.5% |
| 3M | +5.5% | +21.5% | -15.9% | -6.2% |
| 6M | +1.5% | +9.6% | -8.2% | -5.3% |
| YTD | +8.8% | -3.3% | +12.1% | +7.8% |
| 1Y | +24.5% | -6.1% | +30.6% | +25.3% |
| 3Y | +141.2% | +61.8% | +79.3% | +67.9% |
| 5Y | +256.3% | +42.7% | +213.6% | +163.9% |
| All | +797.8% | +198.0% | +599.8% | +340.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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