+44.0%
PHAR vs VT
+57.5%
-13.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.8% |
| 7D | +2.2% | -0.1% | +2.4% | +2.3% |
| 30D | +35.0% | -3.1% | +38.1% | +37.8% |
| 3M | +16.5% | -3.5% | +20.0% | +19.4% |
| 6M | +1.8% | +0.5% | +1.4% | +1.2% |
| YTD | -25.2% | +10.8% | -36.0% | -30.3% |
| 1Y | -24.7% | +11.9% | -36.6% | -30.3% |
| 3Y | +20.1% | +73.0% | -52.9% | -16.1% |
| 5Y | +44.0% | +58.6% | -14.6% | +5.5% |
| All | +44.0% | +57.5% | -13.5% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling