+663.5%
PHM vs WU
-38.9%
+702.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.5% |
| 7D | -4.1% | -2.0% | -2.1% | -3.3% |
| 30D | +16.1% | +11.4% | +4.7% | +10.7% |
| 3M | -2.5% | -6.8% | +4.3% | +0.2% |
| 6M | +12.9% | -14.6% | +27.5% | +18.8% |
| YTD | +9.0% | -20.6% | +29.7% | +17.9% |
| 1Y | +8.2% | -15.4% | +23.5% | +13.4% |
| 3Y | +58.4% | -23.6% | +82.1% | +70.5% |
| 5Y | +159.2% | -43.4% | +202.6% | +213.6% |
| All | +663.5% | -38.9% | +702.4% | +765.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling