+138.9%
PH vs WPM
+246.6%
-107.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +3.5% |
| 7D | +3.0% | +20.8% | -17.8% | +0.3% |
| 30D | -0.6% | +3.8% | -4.4% | -1.2% |
| 3M | -10.7% | +7.4% | -18.1% | -11.9% |
| 6M | +9.1% | +4.0% | +5.1% | +7.7% |
| YTD | +9.5% | +23.0% | -13.5% | +5.4% |
| 1Y | +14.0% | +45.9% | -31.9% | +7.5% |
| 3Y | +138.9% | +242.9% | -104.1% | +92.7% |
| All | +138.9% | +246.6% | -107.7% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling