+812.6%
PH vs WAB
+282.7%
+529.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.3% |
| 7D | 0.0% | +0.2% | -0.2% | -0.2% |
| 30D | -10.3% | -4.6% | -5.7% | -7.4% |
| 3M | +5.1% | +5.6% | -0.6% | +0.6% |
| 6M | +2.3% | +13.8% | -11.5% | -7.1% |
| YTD | +8.7% | +31.9% | -23.2% | -10.7% |
| 1Y | +26.8% | +48.3% | -21.5% | -4.1% |
| 3Y | +139.2% | +167.1% | -28.0% | +21.6% |
| 5Y | +251.1% | +222.9% | +28.2% | +57.0% |
| 10Y | +812.6% | +289.9% | +522.7% | +207.9% |
| All | +812.6% | +282.7% | +529.9% | +207.9% |
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