+2,476.1%
PH vs WU
-19.6%
+2,495.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | -3.1% | -0.8% | -2.2% | -2.7% |
| 30D | -3.2% | -1.1% | -2.1% | -3.0% |
| 3M | +10.6% | -3.9% | +14.4% | +9.7% |
| 6M | -2.1% | -20.7% | +18.5% | +5.7% |
| YTD | +10.2% | -18.4% | +28.5% | +16.7% |
| 1Y | +28.2% | -8.1% | +36.3% | +26.8% |
| 3Y | +134.9% | -24.2% | +159.0% | +148.6% |
| 5Y | +253.6% | -50.4% | +304.1% | +352.9% |
| 10Y | +804.7% | -40.0% | +844.8% | +932.9% |
| All | +2,476.1% | -19.6% | +2,495.7% | +2,254.2% |
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 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