+142.7%
WFC vs PHM
+557.7%
-415.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.4% |
| 7D | +0.3% | -6.4% | +6.6% | +2.4% |
| 30D | +2.3% | -12.1% | +14.4% | +6.4% |
| 3M | +9.8% | -1.5% | +11.3% | +9.6% |
| 6M | +15.6% | -6.0% | +21.6% | +16.7% |
| YTD | -2.4% | -0.3% | -2.1% | -3.7% |
| 1Y | +13.8% | -13.3% | +27.2% | +17.2% |
| 3Y | +134.6% | +47.6% | +87.1% | +94.5% |
| 5Y | +127.9% | +154.7% | -26.8% | +49.1% |
| All | +142.7% | +557.7% | -415.0% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling