+10,701.6%
PHM vs WY
+676.8%
+10,024.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -2.7% |
| 7D | -2.5% | -2.1% | -0.4% | -1.3% |
| 30D | -9.7% | -10.5% | +0.8% | -3.5% |
| 3M | +2.2% | -4.9% | +7.1% | +5.2% |
| 6M | -5.7% | -4.9% | -0.8% | -2.9% |
| YTD | +2.8% | -1.7% | +4.5% | +3.6% |
| 1Y | -14.4% | -9.4% | -5.0% | -9.6% |
| 3Y | +52.2% | -22.3% | +74.5% | +76.7% |
| 5Y | +154.3% | -20.5% | +174.8% | +193.6% |
| 10Y | +545.9% | +4.9% | +540.9% | +498.7% |
| All | +10,701.6% | +676.8% | +10,024.8% | +4,425.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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