+126.7%
WFC vs PHM
+152.9%
-26.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.4% |
| 7D | +1.1% | -2.5% | +3.5% | +1.7% |
| 30D | +0.8% | -9.7% | +10.5% | +3.3% |
| 3M | +9.3% | +2.2% | +7.0% | +8.1% |
| 6M | +10.6% | -5.7% | +16.3% | +11.4% |
| YTD | -4.1% | +2.8% | -6.9% | -5.8% |
| 1Y | +13.6% | -14.4% | +28.0% | +16.5% |
| 3Y | +130.7% | +52.2% | +78.5% | +95.7% |
| 5Y | +126.7% | +154.3% | -27.5% | +58.3% |
| All | +126.7% | +152.9% | -26.1% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling