+170.4%
PHM vs WING
+8.7%
+161.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.2% | +0.3% | -3.1% |
| 7D | +2.9% | +5.0% | -2.0% | +2.0% |
| 30D | +16.5% | +38.7% | -22.2% | +9.1% |
| 3M | +0.6% | +44.7% | -44.1% | -7.1% |
| 6M | +11.6% | +31.5% | -19.9% | +4.2% |
| YTD | +12.1% | -28.4% | +40.5% | +16.3% |
| 1Y | +9.6% | -28.2% | +37.8% | +13.4% |
| 3Y | +62.3% | -18.4% | +80.7% | +45.5% |
| 5Y | +170.4% | +5.2% | +165.2% | +113.4% |
| All | +170.4% | +8.7% | +161.7% | +113.4% |
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