+23,589.7%
PH vs WY
+612.4%
+22,977.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -1.1% |
| 7D | +4.1% | -0.8% | +4.9% | +4.5% |
| 30D | -0.1% | +10.1% | -10.2% | -5.3% |
| 3M | -9.6% | -15.4% | +5.8% | -3.2% |
| 6M | +8.5% | -8.3% | +16.8% | +11.2% |
| YTD | +9.4% | -9.8% | +19.2% | +12.4% |
| 1Y | +14.2% | -3.9% | +18.1% | +13.7% |
| 3Y | +134.0% | -23.3% | +157.4% | +155.7% |
| 5Y | +203.8% | -31.2% | +235.0% | +248.3% |
| 10Y | +695.6% | +5.5% | +690.1% | +612.1% |
| All | +23,589.7% | +612.4% | +22,977.3% | +9,046.4% |
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 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