+28.5%
PHG vs VT
+221.8%
-193.2%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.3% |
| 7D | 0.0% | +2.4% | -2.4% | -2.4% |
| 30D | +21.4% | -1.5% | +22.9% | +23.0% |
| 3M | +10.8% | -4.1% | +14.9% | +15.3% |
| 6M | +18.4% | +0.6% | +17.8% | +17.0% |
| YTD | +16.4% | +11.0% | +5.4% | +4.4% |
| 1Y | +9.0% | +13.3% | -4.3% | -4.2% |
| 3Y | +64.3% | +73.4% | -9.1% | -5.9% |
| 5Y | -28.3% | +57.4% | -85.7% | -55.0% |
| All | +28.5% | +221.8% | -193.2% | -60.5% |
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 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