+677.2%
PHM vs WING
+685.5%
-8.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.2% | +0.3% | -2.9% |
| 7D | +2.9% | +5.0% | -2.0% | +1.8% |
| 30D | +16.5% | +38.7% | -22.2% | +7.6% |
| 3M | +0.6% | +44.7% | -44.1% | -8.7% |
| 6M | +11.6% | +31.5% | -19.9% | +2.6% |
| YTD | +12.1% | -28.4% | +40.5% | +16.7% |
| 1Y | +9.6% | -28.2% | +37.8% | +13.8% |
| 3Y | +62.3% | -18.4% | +80.7% | +49.0% |
| 5Y | +170.4% | +5.2% | +165.2% | +117.9% |
| 10Y | +683.0% | +699.8% | -16.8% | +271.5% |
| All | +677.2% | +685.5% | -8.3% | +260.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling