+7.1%
PHI vs VT
+223.7%
-216.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -2.1% |
| 7D | +1.8% | +0.4% | +1.4% | +1.5% |
| 30D | -1.6% | -2.6% | +1.0% | -0.4% |
| 3M | -5.9% | -3.2% | -2.7% | -4.6% |
| 6M | -8.2% | +0.9% | -9.2% | -9.0% |
| YTD | -10.0% | +11.3% | -21.3% | -15.3% |
| 1Y | +1.6% | +14.0% | -12.4% | -5.7% |
| 3Y | -3.0% | +75.8% | -78.9% | -28.6% |
| 5Y | -24.0% | +57.8% | -81.9% | -41.4% |
| 10Y | +7.1% | +219.8% | -212.7% | -49.4% |
| All | +7.1% | +223.7% | -216.6% | -49.4% |
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 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