-8.8%
PHM vs WCC
+61.8%
-70.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -0.8% |
| 7D | -3.2% | +4.5% | -7.7% | -4.2% |
| 30D | -6.4% | -5.8% | -0.6% | -5.2% |
| 3M | +5.5% | -3.7% | +9.1% | +6.4% |
| 6M | -5.4% | +23.1% | -28.5% | -12.7% |
| YTD | +6.6% | +44.2% | -37.6% | -6.6% |
| 1Y | -8.8% | +62.1% | -70.9% | -22.1% |
| All | -8.8% | +61.8% | -70.6% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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