+156.9%
PHM vs VICR
+57.6%
+99.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.6% | +0.4% |
| 7D | -5.0% | +5.0% | -9.9% | -5.5% |
| 30D | -8.4% | -12.5% | +4.0% | -7.5% |
| 3M | -4.4% | -33.6% | +29.2% | -1.6% |
| 6M | -3.7% | +10.7% | -14.4% | -8.7% |
| YTD | +1.3% | +80.6% | -79.3% | -10.5% |
| 1Y | -14.0% | +288.4% | -302.4% | -32.5% |
| 3Y | +48.1% | +213.8% | -165.7% | +12.6% |
| All | +156.9% | +57.6% | +99.3% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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