+398.4%
PHM vs VEU
+190.9%
+207.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.1% |
| 7D | -2.5% | +1.7% | -4.2% | -4.3% |
| 30D | -9.7% | +1.0% | -10.6% | -10.6% |
| 3M | +2.2% | +5.6% | -3.4% | -4.3% |
| 6M | -5.7% | +13.7% | -19.3% | -19.0% |
| YTD | +2.8% | +17.7% | -14.9% | -15.4% |
| 1Y | -14.4% | +25.8% | -40.2% | -34.7% |
| 3Y | +52.2% | +77.1% | -24.9% | -21.4% |
| 5Y | +154.3% | +57.1% | +97.1% | +51.3% |
| 10Y | +545.9% | +149.8% | +396.1% | +129.8% |
| All | +398.4% | +190.9% | +207.5% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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