+26.7%
PHG vs VT
+223.7%
-197.0%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | -1.1% |
| 7D | +11.6% | +0.4% | +11.2% | +11.2% |
| 30D | +27.0% | -2.6% | +29.6% | +30.2% |
| 3M | +15.2% | -3.2% | +18.4% | +18.7% |
| 6M | +17.6% | +0.9% | +16.6% | +15.8% |
| YTD | +18.1% | +11.3% | +6.8% | +5.7% |
| 1Y | +13.6% | +14.0% | -0.4% | -0.7% |
| 3Y | +68.9% | +75.8% | -6.9% | -4.6% |
| 5Y | -27.8% | +57.8% | -85.7% | -54.8% |
| 10Y | +26.7% | +219.8% | -193.1% | -61.3% |
| All | +26.7% | +223.7% | -197.0% | -61.3% |
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