+1,831.6%
PWR vs PH
+700.2%
+1,131.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +11.3% | +4.3% | +7.0% | +8.4% |
| 30D | -8.9% | +0.1% | -9.0% | -8.3% |
| 3M | -10.5% | -9.4% | -1.1% | -3.9% |
| 6M | -22.2% | +8.8% | -30.9% | -25.8% |
| YTD | +42.7% | +9.6% | +33.1% | +34.2% |
| 1Y | +41.1% | +14.4% | +26.7% | +29.1% |
| 3Y | +242.7% | +134.5% | +108.2% | +93.5% |
| 5Y | +418.5% | +204.4% | +214.1% | +143.0% |
| All | +1,831.6% | +700.2% | +1,131.4% | +335.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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