+2,483.0%
PH vs WU
-19.5%
+2,502.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.4% |
| 7D | +2.1% | +11.0% | -8.9% | -3.1% |
| 30D | +0.3% | +13.4% | -13.1% | -6.0% |
| 3M | -8.8% | +2.2% | -11.0% | -10.8% |
| 6M | +10.0% | -18.2% | +28.2% | +16.7% |
| YTD | +10.5% | -18.3% | +28.8% | +15.9% |
| 1Y | +15.5% | -12.2% | +27.7% | +16.6% |
| 3Y | +136.4% | -20.8% | +157.2% | +143.5% |
| 5Y | +213.6% | -42.6% | +256.2% | +269.7% |
| 10Y | +713.9% | -35.5% | +749.4% | +789.0% |
| All | +2,483.0% | -19.5% | +2,502.5% | +2,236.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling