+154.3%
PHM vs WING
-35.4%
+189.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | -2.5% | -0.1% | -2.3% | -2.5% |
| 30D | -9.7% | -6.0% | -3.6% | -8.8% |
| 3M | +2.2% | -23.5% | +25.7% | +7.0% |
| 6M | -5.7% | -52.0% | +46.3% | +7.3% |
| YTD | +2.8% | -53.8% | +56.6% | +16.5% |
| 1Y | -14.4% | -63.8% | +49.4% | +1.5% |
| 3Y | +52.2% | -30.8% | +83.0% | +38.2% |
| 5Y | +154.3% | -34.3% | +188.5% | +109.6% |
| All | +154.3% | -35.4% | +189.7% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling