+49.3%
PHG vs VT
+345.0%
-295.6%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | +2.8% |
| 7D | +12.5% | -4.2% | +16.7% | +18.0% |
| 30D | +26.3% | -5.8% | +32.1% | +34.9% |
| 3M | +14.7% | -5.2% | +20.0% | +21.6% |
| 6M | +19.8% | +0.1% | +19.7% | +18.8% |
| YTD | +17.1% | +8.2% | +8.8% | +6.6% |
| 1Y | +12.9% | +10.1% | +2.8% | +0.8% |
| 3Y | +60.4% | +69.7% | -9.2% | -12.6% |
| 5Y | -28.1% | +53.4% | -81.4% | -55.7% |
| 10Y | +27.0% | +219.2% | -192.3% | -67.4% |
| All | +49.3% | +345.0% | -295.6% | -74.3% |
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 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