+546.9%
PHM vs WING
+379.2%
+167.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | -6.4% | +0.2% | -6.6% | -6.4% |
| 30D | -12.1% | -0.5% | -11.6% | -12.3% |
| 3M | -1.5% | -23.9% | +22.3% | +4.2% |
| 6M | -6.0% | -48.9% | +42.9% | +8.3% |
| YTD | -0.3% | -53.3% | +53.0% | +15.8% |
| 1Y | -13.3% | -60.3% | +47.0% | +3.9% |
| 3Y | +47.6% | -30.1% | +77.7% | +37.8% |
| 5Y | +154.7% | -36.2% | +190.9% | +129.7% |
| All | +546.9% | +379.2% | +167.8% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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