+639.0%
PHM vs WING
+405.9%
+233.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -3.2% | -3.9% | +0.7% | -2.3% |
| 30D | -6.4% | -11.6% | +5.1% | -4.1% |
| 3M | +5.5% | -24.2% | +29.7% | +11.6% |
| 6M | -5.4% | -54.1% | +48.6% | +11.6% |
| YTD | +6.6% | -53.9% | +60.5% | +23.9% |
| 1Y | -8.8% | -64.4% | +55.5% | +12.1% |
| 3Y | +54.1% | -30.2% | +84.3% | +45.2% |
| 5Y | +144.5% | -34.1% | +178.6% | +120.6% |
| 10Y | +569.4% | +342.1% | +227.3% | +266.1% |
| All | +639.0% | +405.9% | +233.1% | +283.2% |
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