-8.8%
PHM vs VCLT
-0.4%
-8.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | -0.1% |
| 7D | -3.2% | -0.5% | -2.7% | -2.2% |
| 30D | -6.4% | -0.9% | -5.6% | -4.8% |
| 3M | +5.5% | -3.2% | +8.7% | +12.7% |
| 6M | -5.4% | -3.8% | -1.6% | +1.6% |
| YTD | +6.6% | -2.0% | +8.6% | +11.3% |
| 1Y | -8.8% | -0.8% | -8.0% | -8.4% |
| All | -8.8% | -0.4% | -8.4% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling