+23.1%
PH vs WY
-9.3%
+32.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.7% |
| 7D | -3.1% | -3.7% | +0.6% | -1.9% |
| 30D | -11.8% | -11.3% | -0.5% | -8.3% |
| 3M | +6.9% | -8.1% | +15.1% | +9.4% |
| 6M | -1.3% | -7.4% | +6.2% | +0.7% |
| YTD | +7.0% | -4.7% | +11.7% | +7.3% |
| 1Y | +23.1% | -9.2% | +32.3% | +25.5% |
| All | +23.1% | -9.3% | +32.4% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling