+7.7%
PHM vs WING
-29.6%
+37.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.6% |
| 7D | -4.8% | -0.5% | -4.2% | -4.7% |
| 30D | +16.5% | +32.3% | -15.8% | +12.2% |
| 3M | -2.0% | +50.2% | -52.1% | -7.5% |
| 6M | +12.7% | +31.7% | -19.0% | +8.4% |
| YTD | +11.2% | -29.6% | +40.8% | +12.4% |
| 1Y | +7.7% | -29.7% | +37.5% | +7.9% |
| All | +7.7% | -29.6% | +37.4% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling