+8.2%
PHM vs WWD
+21.4%
-13.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -4.1% | +4.0% | -8.1% | -5.2% |
| 30D | +16.1% | +0.4% | +15.7% | +15.5% |
| 3M | -2.5% | -7.9% | +5.4% | -0.3% |
| 6M | +12.9% | -10.6% | +23.5% | +15.7% |
| YTD | +9.0% | +9.4% | -0.4% | +4.6% |
| 1Y | +8.2% | +25.7% | -17.6% | -1.6% |
| All | +8.2% | +21.4% | -13.2% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling