+695.9%
PH vs WY
+5.0%
+690.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.0% |
| 7D | +4.3% | -0.8% | +5.2% | +4.8% |
| 30D | +0.1% | +10.1% | -10.0% | -6.2% |
| 3M | -9.4% | -15.4% | +6.0% | -1.5% |
| 6M | +8.8% | -8.3% | +17.1% | +11.9% |
| YTD | +9.6% | -9.8% | +19.4% | +13.0% |
| 1Y | +14.4% | -3.9% | +18.3% | +13.4% |
| 3Y | +134.5% | -23.3% | +157.8% | +159.5% |
| 5Y | +204.4% | -31.2% | +235.6% | +256.2% |
| All | +695.9% | +5.0% | +690.8% | +584.3% |
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