+782.8%
PH vs WY
+7.2%
+775.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | 0.0% |
| 7D | -3.1% | -3.7% | +0.6% | -1.0% |
| 30D | -11.8% | -11.3% | -0.5% | -5.6% |
| 3M | +6.9% | -8.1% | +15.1% | +11.4% |
| 6M | -1.3% | -7.4% | +6.2% | +2.1% |
| YTD | +7.0% | -4.7% | +11.7% | +8.1% |
| 1Y | +23.1% | -9.2% | +32.3% | +27.8% |
| 3Y | +135.4% | -24.7% | +160.1% | +167.2% |
| 5Y | +250.3% | -21.6% | +271.9% | +282.0% |
| All | +782.8% | +7.2% | +775.6% | +645.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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