+23,639.3%
PH vs WY
+612.4%
+23,026.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.8% |
| 7D | +4.3% | -0.8% | +5.2% | +4.7% |
| 30D | +0.1% | +10.1% | -10.0% | -5.1% |
| 3M | -9.4% | -15.4% | +6.0% | -3.0% |
| 6M | +8.8% | -8.3% | +17.1% | +11.4% |
| YTD | +9.6% | -9.8% | +19.4% | +12.6% |
| 1Y | +14.4% | -3.9% | +18.3% | +13.9% |
| 3Y | +134.5% | -23.3% | +157.8% | +156.2% |
| 5Y | +204.4% | -31.2% | +235.6% | +249.0% |
| 10Y | +697.3% | +5.5% | +691.8% | +613.6% |
| All | +23,639.3% | +612.4% | +23,026.8% | +9,065.7% |
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