+8,296.9%
WFC vs PHM
+11,720.3%
-3,423.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +2.5% | -4.1% | +6.6% | +3.9% |
| 30D | +7.0% | +16.1% | -9.2% | +1.6% |
| 3M | -1.8% | -2.5% | +0.7% | -1.4% |
| 6M | +18.4% | +12.9% | +5.5% | +12.5% |
| YTD | -5.6% | +9.0% | -14.6% | -9.8% |
| 1Y | +3.9% | +8.2% | -4.3% | -0.7% |
| 3Y | +126.3% | +58.4% | +67.9% | +84.2% |
| 5Y | +91.1% | +159.2% | -68.1% | +27.0% |
| 10Y | +118.5% | +676.9% | -558.3% | -7.0% |
| All | +8,296.9% | +11,720.3% | -3,423.4% | +1,266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling