+140.8%
PH vs WU
-27.2%
+168.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.2% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | -10.8% | -1.1% | -9.7% | -10.7% |
| 3M | +8.5% | -1.8% | +10.3% | +7.3% |
| 6M | +3.9% | -23.9% | +27.8% | +9.9% |
| YTD | +9.4% | -20.4% | +29.8% | +13.7% |
| 1Y | +26.8% | -10.6% | +37.4% | +26.1% |
| 3Y | +140.8% | -27.7% | +168.5% | +146.2% |
| All | +140.8% | -27.2% | +168.0% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling