+1,772.2%
PH vs VT
+374.2%
+1,398.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.1% | +0.4% | -3.5% | -3.5% |
| 30D | -3.2% | +1.0% | -4.2% | -4.4% |
| 3M | +10.6% | +2.4% | +8.2% | +7.3% |
| 6M | -2.1% | +12.0% | -14.1% | -14.7% |
| YTD | +10.2% | +15.3% | -5.1% | -7.3% |
| 1Y | +28.2% | +22.6% | +5.6% | +0.2% |
| 3Y | +134.9% | +74.7% | +60.2% | +23.5% |
| 5Y | +253.6% | +66.1% | +187.5% | +98.8% |
| 10Y | +804.7% | +225.0% | +579.7% | +157.5% |
| All | +1,772.2% | +374.2% | +1,398.0% | +282.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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