+159.0%
PHM vs WU
-43.2%
+202.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | -6.1% | -5.3% | -0.8% | -4.1% |
| 30D | +13.7% | +9.0% | +4.7% | +9.8% |
| 3M | -1.5% | -3.6% | +2.0% | -0.5% |
| 6M | +11.3% | -19.4% | +30.7% | +19.4% |
| YTD | +8.9% | -21.7% | +30.6% | +17.7% |
| 1Y | +6.1% | -16.1% | +22.2% | +11.2% |
| 3Y | +57.7% | -24.1% | +81.8% | +69.1% |
| 5Y | +159.0% | -44.1% | +203.1% | +215.2% |
| All | +159.0% | -43.2% | +202.2% | +215.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling