-13.3%
PHM vs WWD
+40.3%
-53.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -1.6% |
| 7D | -6.4% | -2.9% | -3.5% | -5.4% |
| 30D | -12.1% | -6.6% | -5.5% | -10.2% |
| 3M | -1.5% | -9.3% | +7.8% | +0.9% |
| 6M | -6.0% | -13.6% | +7.6% | -2.9% |
| YTD | -0.3% | +10.4% | -10.7% | -3.7% |
| 1Y | -13.3% | +39.9% | -53.2% | -22.2% |
| All | -13.3% | +40.3% | -53.7% | -22.2% |
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