-18.4%
PHI vs VT
+221.4%
-239.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -0.7% | +1.0% | -1.7% | -1.2% |
| 30D | -6.5% | -0.2% | -6.2% | -6.4% |
| 3M | +6.2% | +4.5% | +1.6% | +3.6% |
| 6M | -13.4% | +14.1% | -27.5% | -19.3% |
| YTD | -10.5% | +14.8% | -25.3% | -17.0% |
| 1Y | +0.4% | +21.2% | -20.8% | -9.7% |
| 3Y | +2.6% | +76.6% | -74.0% | -24.8% |
| 5Y | -14.1% | +66.6% | -80.7% | -35.7% |
| 10Y | -18.4% | +222.3% | -240.7% | -62.9% |
| All | -18.4% | +221.4% | -239.9% | -62.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling