+23,825.0%
PH vs VMC
+3,567.9%
+20,257.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +2.1% | +1.1% | +1.0% | +1.4% |
| 30D | +0.3% | +17.7% | -17.4% | -7.4% |
| 3M | -8.8% | +1.1% | -9.9% | -9.8% |
| 6M | +10.0% | +1.8% | +8.2% | +7.8% |
| YTD | +10.5% | +1.5% | +9.0% | +7.8% |
| 1Y | +15.5% | -1.1% | +16.7% | +14.1% |
| 3Y | +136.4% | +38.8% | +97.6% | +98.6% |
| 5Y | +213.6% | +49.6% | +164.0% | +153.8% |
| 10Y | +713.9% | +130.6% | +583.3% | +422.5% |
| All | +23,825.0% | +3,567.9% | +20,257.1% | +5,629.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling