+747.9%
PH vs VCIT
+28.8%
+719.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -3.7% | +1.9% | -5.6% | -5.4% |
| 3M | -14.0% | -1.4% | -12.6% | -13.0% |
| 6M | +2.1% | -2.1% | +4.2% | +4.1% |
| YTD | +5.1% | -1.6% | +6.7% | +6.7% |
| 1Y | +10.9% | -0.9% | +11.9% | +11.9% |
| 3Y | +132.9% | +20.0% | +113.0% | +97.2% |
| 5Y | +200.1% | +3.1% | +196.9% | +188.9% |
| All | +747.9% | +28.8% | +719.1% | +777.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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