+142.4%
WFC vs PH
+795.7%
-653.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.4% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +2.5% | -10.3% | +12.7% | +9.4% |
| 3M | +10.0% | +5.1% | +4.9% | +5.7% |
| 6M | +15.1% | +2.3% | +12.8% | +11.9% |
| YTD | -2.2% | +8.7% | -10.9% | -8.7% |
| 1Y | +13.5% | +26.8% | -13.3% | -4.5% |
| 3Y | +135.2% | +139.2% | -4.0% | +28.0% |
| 5Y | +128.3% | +251.1% | -122.8% | -6.2% |
| 10Y | +142.4% | +812.6% | -670.2% | -49.3% |
| All | +142.4% | +795.7% | -653.3% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling