-19.0%
PHG vs VOO
+72.6%
-91.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.3% |
| 7D | 0.0% | +2.6% | -2.6% | -2.4% |
| 30D | +21.4% | -2.0% | +23.3% | +23.5% |
| 3M | +10.8% | -2.8% | +13.6% | +13.5% |
| 6M | +18.4% | +2.2% | +16.2% | +15.4% |
| YTD | +16.4% | +11.5% | +4.9% | +4.5% |
| 1Y | +9.0% | +13.5% | -4.5% | -3.8% |
| 3Y | +64.3% | +78.1% | -13.8% | -9.0% |
| All | -19.0% | +72.6% | -91.6% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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