+372.5%
PHM vs WU
-21.8%
+394.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.6% |
| 7D | -4.1% | -2.0% | -2.1% | -3.1% |
| 30D | +16.1% | +11.4% | +4.7% | +9.5% |
| 3M | -2.5% | -6.8% | +4.3% | +0.8% |
| 6M | +12.9% | -14.6% | +27.5% | +19.9% |
| YTD | +9.0% | -20.6% | +29.7% | +19.5% |
| 1Y | +8.2% | -15.4% | +23.5% | +14.3% |
| 3Y | +58.4% | -23.6% | +82.1% | +72.1% |
| 5Y | +159.2% | -43.4% | +202.6% | +221.3% |
| 10Y | +676.9% | -38.8% | +715.6% | +762.7% |
| All | +372.5% | -21.8% | +394.3% | +302.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling