+456.7%
PWR vs PH
+252.1%
+204.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.8% |
| 7D | +4.5% | +0.4% | +4.1% | +4.3% |
| 30D | -4.9% | -10.8% | +5.9% | +2.1% |
| 3M | -7.9% | +8.5% | -16.3% | -12.8% |
| 6M | +18.3% | +3.9% | +14.4% | +14.2% |
| YTD | +51.5% | +9.4% | +42.1% | +41.3% |
| 1Y | +70.3% | +26.8% | +43.5% | +44.0% |
| 3Y | +210.6% | +140.8% | +69.8% | +70.6% |
| 5Y | +456.7% | +253.8% | +202.9% | +137.7% |
| All | +456.7% | +252.1% | +204.6% | +137.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling