+157.3%
PHM vs WU
-51.4%
+208.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | -3.9% | -4.9% | +1.1% | -2.0% |
| 30D | -8.6% | -1.3% | -7.3% | -8.2% |
| 3M | -2.9% | -3.6% | +0.6% | -3.0% |
| 6M | -5.7% | -24.3% | +18.6% | +3.9% |
| YTD | +1.9% | -21.1% | +22.9% | +9.9% |
| 1Y | -12.3% | -10.3% | -2.0% | -11.1% |
| 3Y | +50.8% | -28.4% | +79.1% | +65.1% |
| 5Y | +157.3% | -51.2% | +208.5% | +221.0% |
| All | +157.3% | -51.4% | +208.7% | +221.0% |
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