+140.8%
PH vs VMC
+22.8%
+118.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | +0.2% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | -10.8% | -9.1% | -1.7% | -6.1% |
| 3M | +8.5% | -4.1% | +12.6% | +10.0% |
| 6M | +3.9% | -5.5% | +9.5% | +5.9% |
| YTD | +9.4% | -8.9% | +18.3% | +12.4% |
| 1Y | +26.8% | -12.9% | +39.7% | +33.9% |
| 3Y | +140.8% | +22.1% | +118.7% | +101.5% |
| All | +140.8% | +22.8% | +118.0% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 3y: compounded portfolio wealth divided by compounded VMC 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…
3y analysis · Full analysis span regression · 6 months rolling