+52.2%
PHM vs WWD
+164.2%
-111.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -3.0% |
| 7D | -2.5% | +0.8% | -3.3% | -2.7% |
| 30D | -9.7% | -6.4% | -3.2% | -8.0% |
| 3M | +2.2% | -5.6% | +7.8% | +3.5% |
| 6M | -5.7% | -9.1% | +3.4% | -3.7% |
| YTD | +2.8% | +12.5% | -9.7% | -0.7% |
| 1Y | -14.4% | +41.3% | -55.8% | -22.2% |
| 3Y | +52.2% | +170.2% | -118.0% | +5.6% |
| All | +52.2% | +164.2% | -111.9% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling