+557.2%
PHM vs WCC
+541.6%
+15.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.2% |
| 7D | -5.0% | +1.5% | -6.5% | -5.6% |
| 30D | -8.4% | -2.1% | -6.3% | -8.0% |
| 3M | -4.4% | +3.8% | -8.2% | -7.1% |
| 6M | -3.7% | +35.0% | -38.7% | -16.1% |
| YTD | +1.3% | +46.4% | -45.1% | -15.0% |
| 1Y | -14.0% | +63.0% | -77.0% | -31.4% |
| 3Y | +48.1% | +133.9% | -85.8% | -3.9% |
| 5Y | +158.8% | +226.5% | -67.8% | +37.3% |
| All | +557.2% | +541.6% | +15.6% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling