+13.4%
PHI vs VT
+346.0%
-332.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.4% |
| 7D | +2.7% | -2.3% | +5.0% | +4.0% |
| 30D | -1.8% | -5.0% | +3.2% | +1.0% |
| 3M | -5.0% | -4.9% | -0.1% | -2.5% |
| 6M | -7.0% | -1.5% | -5.4% | -6.6% |
| YTD | -9.3% | +8.5% | -17.8% | -14.0% |
| 1Y | +2.1% | +11.4% | -9.2% | -4.8% |
| 3Y | -3.6% | +70.1% | -73.6% | -30.3% |
| 5Y | -23.5% | +53.7% | -77.2% | -41.9% |
| 10Y | +7.6% | +220.0% | -212.3% | -49.1% |
| All | +13.4% | +346.0% | -332.6% | -57.0% |
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