-21.2%
PHAR vs VT
+90.2%
-111.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.6% | +4.5% | +5.2% |
| 7D | +3.4% | +0.4% | +3.0% | +3.0% |
| 30D | +34.4% | -2.6% | +37.0% | +36.7% |
| 3M | +20.2% | -3.2% | +23.4% | +23.0% |
| 6M | +1.4% | +0.9% | +0.4% | +0.3% |
| YTD | -25.5% | +11.3% | -36.8% | -30.9% |
| 1Y | -14.7% | +14.0% | -28.7% | -22.0% |
| 3Y | +6.6% | +75.8% | -69.2% | -27.0% |
| 5Y | +43.6% | +57.8% | -14.2% | +5.3% |
| All | -21.2% | +90.2% | -111.4% | -50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling