+7,830.8%
PWR vs PH
+5,026.1%
+2,804.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.0% |
| 7D | -11.2% | +2.1% | -13.4% | -11.9% |
| 30D | -17.4% | +0.3% | -17.7% | -16.9% |
| 3M | -11.7% | -8.8% | -2.9% | -6.0% |
| 6M | -21.7% | +10.0% | -31.7% | -25.6% |
| YTD | +38.3% | +10.5% | +27.8% | +30.2% |
| 1Y | +29.6% | +15.5% | +14.1% | +18.8% |
| 3Y | +236.1% | +136.4% | +99.8% | +98.2% |
| 5Y | +406.3% | +213.6% | +192.8% | +148.8% |
| 10Y | +1,796.7% | +713.9% | +1,082.8% | +402.1% |
| All | +7,830.8% | +5,026.1% | +2,804.7% | +803.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling