+782.8%
PH vs WPM
+545.0%
+237.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.2% |
| 7D | -3.1% | -3.6% | +0.5% | -2.7% |
| 30D | -11.8% | +12.5% | -24.3% | -13.1% |
| 3M | +6.9% | +40.6% | -33.7% | +2.5% |
| 6M | -1.3% | +0.5% | -1.8% | -2.1% |
| YTD | +7.0% | +29.0% | -22.1% | +3.0% |
| 1Y | +23.1% | +43.8% | -20.7% | +16.9% |
| 3Y | +135.4% | +266.3% | -130.9% | +99.3% |
| 5Y | +250.3% | +255.1% | -4.8% | +193.0% |
| All | +782.8% | +545.0% | +237.8% | +638.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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