+361.9%
PHM vs WU
-19.6%
+381.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -3.2% | -0.8% | -2.4% | -2.8% |
| 30D | -6.4% | -1.1% | -5.3% | -6.0% |
| 3M | +5.5% | -3.9% | +9.4% | +5.4% |
| 6M | -5.4% | -20.7% | +15.2% | +4.5% |
| YTD | +6.6% | -18.4% | +24.9% | +15.4% |
| 1Y | -8.8% | -8.1% | -0.8% | -8.5% |
| 3Y | +54.1% | -24.2% | +78.3% | +67.7% |
| 5Y | +144.5% | -50.4% | +194.9% | +227.1% |
| 10Y | +569.4% | -40.0% | +609.5% | +655.0% |
| All | +361.9% | -19.6% | +381.5% | +288.8% |
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