-14.0%
PHM vs WCN
-9.1%
-4.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -5.0% | -3.1% | -1.9% | -4.1% |
| 30D | -8.4% | -3.4% | -5.1% | -7.5% |
| 3M | -4.4% | +3.0% | -7.4% | -4.7% |
| 6M | -3.7% | -3.8% | 0.0% | -2.6% |
| YTD | +1.3% | -8.3% | +9.6% | +4.3% |
| 1Y | -14.0% | -9.7% | -4.3% | -8.6% |
| All | -14.0% | -9.1% | -4.9% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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