+812.6%
PH vs VSH
+172.7%
+639.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | 0.0% | +3.5% | -3.5% | -1.5% |
| 30D | -10.3% | -4.4% | -5.9% | -9.1% |
| 3M | +5.1% | -45.8% | +50.9% | +30.1% |
| 6M | +2.3% | +90.1% | -87.9% | -33.3% |
| YTD | +8.7% | +120.3% | -111.6% | -35.0% |
| 1Y | +26.8% | +112.2% | -85.5% | -24.2% |
| 3Y | +139.2% | +36.6% | +102.6% | +67.9% |
| 5Y | +251.1% | +67.0% | +184.1% | +111.2% |
| 10Y | +812.6% | +179.5% | +633.1% | +289.5% |
| All | +812.6% | +172.7% | +639.9% | +289.5% |
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