+428.1%
WMT vs PH
+820.2%
-392.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | -7.4% | -11.0% | +3.6% | -5.6% |
| 3M | -10.9% | +5.5% | -16.4% | -11.8% |
| 6M | -12.7% | +1.5% | -14.1% | -13.2% |
| YTD | -3.2% | +8.8% | -12.0% | -5.0% |
| 1Y | +5.3% | +24.5% | -19.2% | +0.7% |
| 3Y | +101.9% | +141.2% | -39.3% | +70.2% |
| 5Y | +134.6% | +256.3% | -121.7% | +82.5% |
| All | +428.1% | +820.2% | -392.1% | +244.3% |
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