-28.6%
PHG vs VT
+57.5%
-86.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.7% |
| 7D | +6.9% | -0.1% | +7.0% | +7.0% |
| 30D | +25.5% | -3.1% | +28.5% | +29.6% |
| 3M | +12.9% | -3.5% | +16.4% | +17.0% |
| 6M | +16.1% | +0.5% | +15.7% | +14.6% |
| YTD | +16.7% | +10.8% | +5.9% | +3.4% |
| 1Y | +11.8% | +11.9% | -0.1% | -2.0% |
| 3Y | +66.1% | +73.0% | -6.9% | -13.1% |
| 5Y | -28.6% | +58.6% | -87.2% | -61.4% |
| All | -28.6% | +57.5% | -86.2% | -61.4% |
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