+2,558.9%
PHM vs WCC
+1,713.7%
+845.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -1.3% |
| 7D | -3.2% | +4.5% | -7.7% | -4.8% |
| 30D | -6.4% | -5.8% | -0.6% | -4.7% |
| 3M | +5.5% | -3.7% | +9.1% | +5.6% |
| 6M | -5.4% | +23.1% | -28.5% | -14.4% |
| YTD | +6.6% | +44.2% | -37.6% | -9.5% |
| 1Y | -8.8% | +62.1% | -70.9% | -26.5% |
| 3Y | +54.1% | +121.1% | -67.0% | +4.3% |
| 5Y | +144.5% | +214.0% | -69.5% | +37.5% |
| 10Y | +569.4% | +472.8% | +96.6% | +163.0% |
| All | +2,558.9% | +1,713.7% | +845.2% | +585.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling