+8,091.1%
WFC vs PH
+24,008.7%
-15,917.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.8% |
| 7D | +1.2% | +2.0% | -0.8% | +0.1% |
| 30D | +5.2% | -3.7% | +8.9% | +6.8% |
| 3M | -3.0% | -14.0% | +11.0% | +3.9% |
| 6M | +6.2% | +2.1% | +4.1% | +4.0% |
| YTD | -7.9% | +5.1% | -13.0% | -11.5% |
| 1Y | +0.3% | +10.9% | -10.7% | -6.3% |
| 3Y | +117.7% | +132.9% | -15.2% | +38.3% |
| 5Y | +88.4% | +200.1% | -111.7% | +4.2% |
| 10Y | +147.3% | +783.8% | -636.5% | -20.0% |
| All | +8,091.1% | +24,008.7% | -15,917.7% | +760.8% |
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