+713.9%
PH vs WAB
+288.7%
+425.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | -0.3% |
| 7D | +2.1% | +4.0% | -1.9% | -0.7% |
| 30D | +0.3% | +6.3% | -6.1% | -3.8% |
| 3M | -8.8% | +3.3% | -12.1% | -10.8% |
| 6M | +10.0% | +14.5% | -4.4% | -0.4% |
| YTD | +10.5% | +42.7% | -32.2% | -14.0% |
| 1Y | +15.5% | +45.2% | -29.7% | -11.2% |
| 3Y | +136.4% | +173.8% | -37.4% | +17.9% |
| 5Y | +213.6% | +223.8% | -10.2% | +39.4% |
| 10Y | +713.9% | +280.5% | +433.4% | +175.2% |
| All | +713.9% | +288.7% | +425.2% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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