+2,329.7%
PH vs VIG
+650.0%
+1,679.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.5% |
| 7D | +2.1% | +1.0% | +1.2% | +0.4% |
| 30D | +0.3% | +4.5% | -4.3% | -6.2% |
| 3M | -8.8% | +2.1% | -10.9% | -11.7% |
| 6M | +10.0% | +10.5% | -0.4% | -4.9% |
| YTD | +10.5% | +15.1% | -4.6% | -9.9% |
| 1Y | +15.5% | +16.9% | -1.4% | -7.9% |
| 3Y | +136.4% | +65.6% | +70.8% | +16.8% |
| 5Y | +213.6% | +64.4% | +149.2% | +58.4% |
| 10Y | +713.9% | +260.6% | +453.3% | +43.7% |
| All | +2,329.7% | +650.0% | +1,679.7% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling