+1,378.1%
PHM vs VCLT
+103.3%
+1,274.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -2.5% | +0.3% | -2.8% | -2.7% |
| 30D | -9.7% | -0.6% | -9.1% | -9.3% |
| 3M | +2.2% | -2.2% | +4.5% | +3.9% |
| 6M | -5.7% | -2.9% | -2.8% | -3.6% |
| YTD | +2.8% | -2.1% | +4.9% | +4.6% |
| 1Y | -14.4% | -2.6% | -11.8% | -12.6% |
| 3Y | +52.2% | +12.5% | +39.7% | +44.8% |
| 5Y | +154.3% | -15.3% | +169.5% | +165.3% |
| 10Y | +545.9% | +16.6% | +529.2% | +595.8% |
| All | +1,378.1% | +103.3% | +1,274.8% | +2,263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling