+1,037.8%
PH vs VTEB
+26.6%
+1,011.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.4% | -0.2% | +0.6% | +0.6% |
| 30D | -10.8% | -1.6% | -9.2% | -9.4% |
| 3M | +8.5% | -2.0% | +10.4% | +10.6% |
| 6M | +3.9% | -1.7% | +5.6% | +5.7% |
| YTD | +9.4% | -0.6% | +10.0% | +10.1% |
| 1Y | +26.8% | +1.8% | +25.0% | +24.8% |
| 3Y | +140.8% | +9.6% | +131.2% | +119.0% |
| 5Y | +253.8% | +2.1% | +251.7% | +245.7% |
| 10Y | +792.3% | +18.9% | +773.4% | +892.0% |
| All | +1,037.8% | +26.6% | +1,011.1% | +1,495.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling