+655.8%
PHM vs WING
+637.4%
+18.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.1% | -2.5% | -1.6% | -3.6% |
| 30D | +16.1% | +29.5% | -13.4% | +9.1% |
| 3M | -2.5% | +40.2% | -42.7% | -10.9% |
| 6M | +12.9% | +32.7% | -19.8% | +3.5% |
| YTD | +9.0% | -32.8% | +41.8% | +15.2% |
| 1Y | +8.2% | -31.7% | +39.9% | +13.6% |
| 3Y | +58.4% | -24.7% | +83.2% | +48.4% |
| 5Y | +159.2% | -0.5% | +159.7% | +111.5% |
| 10Y | +676.9% | +647.5% | +29.4% | +274.4% |
| All | +655.8% | +637.4% | +18.4% | +256.1% |
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