+157.3%
PHM vs WWD
+191.3%
-34.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | -3.9% | +0.6% | -4.5% | -4.1% |
| 30D | -8.6% | -5.1% | -3.5% | -6.9% |
| 3M | -2.9% | -11.2% | +8.3% | +0.8% |
| 6M | -5.7% | -12.0% | +6.3% | -2.1% |
| YTD | +1.9% | +12.0% | -10.1% | -3.6% |
| 1Y | -12.3% | +42.8% | -55.1% | -24.6% |
| 3Y | +50.8% | +168.9% | -118.2% | -5.8% |
| 5Y | +157.3% | +192.2% | -34.9% | +45.9% |
| All | +157.3% | +191.3% | -34.0% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling