+157.3%
PHM vs WCC
+228.2%
-70.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.5% |
| 7D | -3.9% | +6.8% | -10.7% | -6.0% |
| 30D | -8.6% | -3.0% | -5.5% | -7.9% |
| 3M | -2.9% | +0.2% | -3.1% | -4.1% |
| 6M | -5.7% | +33.2% | -38.9% | -16.3% |
| YTD | +1.9% | +45.8% | -44.0% | -13.0% |
| 1Y | -12.3% | +68.4% | -80.7% | -29.3% |
| 3Y | +50.8% | +131.1% | -80.4% | +1.7% |
| 5Y | +157.3% | +225.6% | -68.3% | +40.5% |
| All | +157.3% | +228.2% | -70.9% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling