+6.2%
WMT vs PH
+24.6%
-18.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -2.5% | -3.1% | +0.6% | -2.3% |
| 30D | -6.4% | -11.8% | +5.4% | -5.8% |
| 3M | -12.1% | +6.9% | -19.0% | -12.5% |
| 6M | -15.0% | -1.3% | -13.7% | -14.9% |
| YTD | -4.5% | +7.0% | -11.4% | -5.1% |
| 1Y | +6.2% | +23.1% | -16.9% | +4.0% |
| All | +6.2% | +24.6% | -18.4% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling