+23,761.0%
PH vs WY
+688.1%
+23,072.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -3.1% | -1.7% | -1.3% | -2.3% |
| 30D | -3.2% | -10.1% | +6.8% | +1.6% |
| 3M | +10.6% | -5.1% | +15.7% | +12.7% |
| 6M | -2.1% | -4.8% | +2.6% | -0.6% |
| YTD | +10.2% | -0.2% | +10.4% | +9.0% |
| 1Y | +28.2% | -6.6% | +34.8% | +30.6% |
| 3Y | +134.9% | -22.7% | +157.6% | +158.6% |
| 5Y | +253.6% | -22.2% | +275.9% | +285.2% |
| 10Y | +804.7% | +7.3% | +797.4% | +707.5% |
| All | +23,761.0% | +688.1% | +23,072.9% | +8,769.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling