+163.2%
PHM vs VCLT
-16.7%
+179.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | -4.1% | -2.3% | -1.9% | -1.2% |
| 30D | +16.1% | +0.8% | +15.4% | +15.3% |
| 3M | -2.5% | -2.7% | +0.2% | +1.3% |
| 6M | +12.9% | -4.3% | +17.2% | +20.3% |
| YTD | +9.0% | -4.3% | +13.3% | +16.4% |
| 1Y | +8.2% | -4.4% | +12.5% | +15.6% |
| 3Y | +58.4% | +13.8% | +44.7% | +39.2% |
| All | +163.2% | -16.7% | +179.9% | +199.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling