+710.0%
PH vs WPM
+659.5%
+50.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +6.9% | +3.1% | +3.8% | +6.5% |
| 30D | +1.7% | -1.8% | +3.5% | +1.8% |
| 3M | -8.1% | +1.0% | -9.2% | -8.6% |
| 6M | +11.5% | -5.4% | +16.9% | +11.4% |
| YTD | +11.4% | +15.9% | -4.5% | +8.1% |
| 1Y | +14.1% | +30.8% | -16.7% | +9.1% |
| 3Y | +138.2% | +222.6% | -84.4% | +101.1% |
| 5Y | +216.0% | +227.4% | -11.4% | +161.9% |
| 10Y | +710.0% | +757.8% | -47.8% | +555.6% |
| All | +710.0% | +659.5% | +50.5% | +555.6% |
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