+812.6%
PH vs VIG
+241.3%
+571.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | +0.1% |
| 7D | 0.0% | -1.2% | +1.2% | +1.8% |
| 30D | -10.3% | -2.8% | -7.5% | -6.4% |
| 3M | +5.1% | +2.5% | +2.6% | +1.4% |
| 6M | +2.3% | +8.1% | -5.8% | -8.8% |
| YTD | +8.7% | +9.6% | -0.9% | -5.0% |
| 1Y | +26.8% | +14.2% | +12.6% | +4.2% |
| 3Y | +139.2% | +56.1% | +83.1% | +26.8% |
| 5Y | +251.1% | +62.8% | +188.3% | +76.9% |
| 10Y | +812.6% | +248.2% | +564.4% | +60.5% |
| All | +812.6% | +241.3% | +571.2% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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