+2,293.4%
PH vs VEU
+174.3%
+2,119.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -0.6% |
| 7D | +7.4% | +2.4% | +5.0% | +4.9% |
| 30D | +0.5% | -2.0% | +2.5% | +2.5% |
| 3M | -10.2% | -5.1% | -5.1% | -5.4% |
| 6M | +8.9% | -0.7% | +9.6% | +9.0% |
| YTD | +9.7% | +11.0% | -1.3% | -2.7% |
| 1Y | +12.8% | +12.4% | +0.4% | -1.2% |
| 3Y | +134.6% | +69.8% | +64.8% | +34.3% |
| 5Y | +204.5% | +48.2% | +156.3% | +102.2% |
| 10Y | +697.5% | +148.1% | +549.4% | +237.7% |
| All | +2,293.4% | +174.3% | +2,119.1% | +821.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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