+52.2%
PHM vs WING
-31.3%
+83.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | -2.5% | -0.1% | -2.3% | -2.5% |
| 30D | -9.7% | -6.0% | -3.6% | -9.1% |
| 3M | +2.2% | -23.5% | +25.7% | +5.3% |
| 6M | -5.7% | -52.0% | +46.3% | +2.1% |
| YTD | +2.8% | -53.8% | +56.6% | +11.1% |
| 1Y | -14.4% | -63.8% | +49.4% | -5.3% |
| 3Y | +52.2% | -30.8% | +83.0% | +12.7% |
| All | +52.2% | -31.3% | +83.5% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling