-6.0%
PHM vs WTW
+7.8%
-13.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.2% |
| 7D | -6.4% | -7.8% | +1.4% | -5.5% |
| 30D | -12.1% | -7.9% | -4.2% | -11.3% |
| 3M | -1.5% | +19.9% | -21.5% | -2.5% |
| 6M | -6.0% | +9.8% | -15.8% | -6.3% |
| All | -6.0% | +7.8% | -13.8% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 6mo: compounded portfolio wealth divided by compounded WTW 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…
6mo analysis · Full analysis span regression · 6 months rolling