-32.8%
PHAR vs VT
+97.1%
-129.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -4.0% | +0.4% | -4.5% | -4.3% |
| 30D | +5.2% | +1.0% | +4.2% | +4.5% |
| 3M | -9.9% | +2.4% | -12.3% | -11.6% |
| 6M | -30.8% | +12.0% | -42.8% | -36.1% |
| YTD | -36.4% | +15.3% | -51.8% | -42.5% |
| 1Y | -24.5% | +22.6% | -47.1% | -34.3% |
| 3Y | -5.1% | +74.7% | -79.7% | -34.9% |
| 5Y | +1.6% | +66.1% | -64.5% | -28.5% |
| All | -32.8% | +97.1% | -129.9% | -58.6% |
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