+142.5%
PH vs WAB
+162.1%
-19.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.7% |
| 7D | -3.1% | -3.2% | +0.1% | -0.7% |
| 30D | -3.2% | -4.4% | +1.2% | 0.0% |
| 3M | +10.6% | +7.9% | +2.7% | +3.8% |
| 6M | -2.1% | +8.7% | -10.8% | -9.1% |
| YTD | +10.2% | +33.0% | -22.8% | -12.5% |
| 1Y | +28.2% | +46.7% | -18.4% | -6.1% |
| All | +142.5% | +162.1% | -19.5% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling