+216.0%
PH vs WY
-31.7%
+247.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +6.9% | -5.1% | +11.9% | +9.6% |
| 30D | +1.7% | +9.0% | -7.4% | -3.5% |
| 3M | -8.1% | -16.7% | +8.6% | +0.2% |
| 6M | +11.5% | -10.3% | +21.7% | +15.9% |
| YTD | +11.4% | -10.5% | +21.9% | +15.1% |
| 1Y | +14.1% | -5.9% | +20.0% | +14.3% |
| 3Y | +138.2% | -24.7% | +163.0% | +163.7% |
| 5Y | +216.0% | -31.5% | +247.5% | +270.4% |
| All | +216.0% | -31.7% | +247.7% | +270.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling