+812.6%
PH vs WU
-40.9%
+853.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | 0.0% | -4.9% | +4.9% | +2.2% |
| 30D | -10.3% | -1.3% | -9.0% | -10.0% |
| 3M | +5.1% | -3.6% | +8.6% | +4.0% |
| 6M | +2.3% | -24.3% | +26.6% | +13.0% |
| YTD | +8.7% | -21.1% | +29.8% | +16.8% |
| 1Y | +26.8% | -10.3% | +37.1% | +26.3% |
| 3Y | +139.2% | -28.4% | +167.5% | +159.8% |
| 5Y | +251.1% | -51.2% | +302.3% | +364.3% |
| 10Y | +812.6% | -39.6% | +852.2% | +941.3% |
| All | +812.6% | -40.9% | +853.4% | +941.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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