+1,326.3%
PHM vs WTW
+1,101.3%
+225.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.4% |
| 7D | -6.4% | -7.8% | +1.4% | -1.8% |
| 30D | -12.1% | -7.9% | -4.2% | -7.8% |
| 3M | -1.5% | +19.9% | -21.5% | -12.5% |
| 6M | -6.0% | +9.8% | -15.8% | -12.9% |
| YTD | -0.3% | -3.3% | +3.0% | -1.3% |
| 1Y | -13.3% | -3.3% | -10.1% | -14.5% |
| 3Y | +47.6% | +61.5% | -14.0% | +2.7% |
| 5Y | +154.7% | +42.6% | +112.1% | +89.6% |
| 10Y | +552.4% | +197.1% | +355.4% | +195.7% |
| All | +1,326.3% | +1,101.3% | +225.0% | +337.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling