+132.9%
PH vs WAB
+157.8%
-24.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.0% | +1.5% |
| 7D | +2.0% | +1.4% | +0.6% | +0.8% |
| 30D | -3.7% | +0.4% | -4.1% | -3.9% |
| 3M | -14.0% | -3.8% | -10.2% | -11.6% |
| 6M | +2.1% | +5.1% | -3.0% | -2.3% |
| YTD | +5.1% | +33.3% | -28.3% | -16.5% |
| 1Y | +10.9% | +39.8% | -28.9% | -15.1% |
| 3Y | +132.9% | +161.1% | -28.1% | +15.1% |
| All | +132.9% | +157.8% | -24.8% | +15.1% |
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