+253.8%
PH vs VMC
+52.4%
+201.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | +0.3% |
| 7D | +0.4% | -0.5% | +0.9% | +0.7% |
| 30D | -10.8% | -9.1% | -1.7% | -5.6% |
| 3M | +8.5% | -4.1% | +12.6% | +10.2% |
| 6M | +3.9% | -5.5% | +9.5% | +6.1% |
| YTD | +9.4% | -8.9% | +18.3% | +13.1% |
| 1Y | +26.8% | -12.9% | +39.7% | +34.9% |
| 3Y | +140.8% | +22.1% | +118.7% | +100.4% |
| 5Y | +253.8% | +52.7% | +201.1% | +148.1% |
| All | +253.8% | +52.4% | +201.4% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling