+692.1%
PHM vs WING
+686.1%
+6.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.4% |
| 7D | -4.8% | -0.5% | -4.2% | -4.7% |
| 30D | +16.5% | +32.3% | -15.8% | +8.8% |
| 3M | -2.0% | +50.2% | -52.1% | -11.9% |
| 6M | +12.7% | +31.7% | -19.0% | +3.4% |
| YTD | +11.2% | -29.6% | +40.8% | +16.3% |
| 1Y | +7.7% | -29.7% | +37.5% | +12.5% |
| 3Y | +60.9% | -19.8% | +80.7% | +47.3% |
| 5Y | +167.7% | +3.1% | +164.6% | +113.8% |
| 10Y | +692.1% | +682.9% | +9.2% | +290.5% |
| All | +692.1% | +686.1% | +6.0% | +290.5% |
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