+710.0%
PH vs VCIT
+30.9%
+679.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +6.9% | -0.5% | +7.4% | +7.4% |
| 30D | +1.7% | +1.5% | +0.2% | +0.2% |
| 3M | -8.1% | -1.0% | -7.2% | -7.4% |
| 6M | +11.5% | -1.7% | +13.2% | +13.2% |
| YTD | +11.4% | -1.4% | +12.7% | +12.8% |
| 1Y | +14.1% | -0.9% | +15.0% | +15.1% |
| 3Y | +138.2% | +19.8% | +118.5% | +101.2% |
| 5Y | +216.0% | +4.6% | +211.4% | +200.6% |
| 10Y | +710.0% | +31.5% | +678.4% | +748.7% |
| All | +710.0% | +30.9% | +679.0% | +748.7% |
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