+713.9%
PH vs VSH
+117.5%
+596.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.3% |
| 7D | +2.1% | -1.6% | +3.7% | +2.0% |
| 30D | +0.3% | -21.3% | +21.6% | +8.4% |
| 3M | -8.8% | -18.9% | +10.1% | -3.8% |
| 6M | +10.0% | -21.4% | +31.5% | +7.5% |
| YTD | +10.5% | +86.8% | -76.4% | -31.2% |
| 1Y | +15.5% | +85.8% | -70.2% | -28.2% |
| 3Y | +136.4% | +30.1% | +106.2% | +61.9% |
| 5Y | +213.6% | +42.8% | +170.8% | +95.8% |
| 10Y | +713.9% | +121.2% | +592.7% | +310.4% |
| All | +713.9% | +117.5% | +596.4% | +310.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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