+45.8%
PHM vs WCN
+18.2%
+27.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | -6.4% | -4.4% | -1.9% | -5.1% |
| 30D | -12.1% | -4.4% | -7.6% | -10.9% |
| 3M | -1.5% | +0.5% | -2.0% | -1.6% |
| 6M | -6.0% | -3.3% | -2.8% | -5.1% |
| YTD | -0.3% | -8.5% | +8.2% | +2.1% |
| 1Y | -13.3% | -8.9% | -4.4% | -11.2% |
| All | +45.8% | +18.2% | +27.6% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling