+210.6%
PWR vs PH
+141.1%
+69.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.8% |
| 7D | +4.5% | +0.4% | +4.1% | +4.2% |
| 30D | -4.9% | -10.8% | +5.9% | +2.4% |
| 3M | -7.9% | +8.5% | -16.3% | -13.0% |
| 6M | +18.3% | +3.9% | +14.4% | +13.8% |
| YTD | +51.5% | +9.4% | +42.1% | +40.6% |
| 1Y | +70.3% | +26.8% | +43.5% | +42.2% |
| 3Y | +210.6% | +140.8% | +69.8% | +49.6% |
| All | +210.6% | +141.1% | +69.5% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling