+8,627.7%
WFC vs PH
+25,185.5%
-16,557.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +3.8% | -3.1% | +6.8% | +5.3% |
| 30D | +1.5% | -3.2% | +4.7% | +2.8% |
| 3M | +10.9% | +10.6% | +0.3% | +4.8% |
| 6M | +8.4% | -2.1% | +10.6% | +8.6% |
| YTD | -1.9% | +10.2% | -12.1% | -7.5% |
| 1Y | +12.3% | +28.2% | -15.9% | -2.3% |
| 3Y | +132.3% | +134.9% | -2.6% | +47.0% |
| 5Y | +130.1% | +253.6% | -123.6% | +17.5% |
| 10Y | +134.4% | +804.7% | -670.3% | -24.9% |
| All | +8,627.7% | +25,185.5% | -16,557.8% | +799.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling