+243.7%
PH vs VTEB
+0.9%
+242.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.1% |
| 7D | -3.1% | -1.2% | -1.9% | -2.3% |
| 30D | -11.8% | -2.9% | -8.9% | -10.1% |
| 3M | +6.9% | -3.2% | +10.1% | +9.2% |
| 6M | -1.3% | -2.6% | +1.4% | +0.6% |
| YTD | +7.0% | -1.8% | +8.8% | +8.5% |
| 1Y | +23.1% | +0.2% | +22.9% | +23.5% |
| 3Y | +135.4% | +8.2% | +127.2% | +118.5% |
| All | +243.7% | +0.9% | +242.9% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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