+13,017.1%
PHM vs VICR
+11,731.3%
+1,285.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +3.9% | 0.0% |
| 7D | -3.9% | +1.3% | -5.1% | -4.2% |
| 30D | -8.6% | -11.9% | +3.4% | -7.0% |
| 3M | -2.9% | -35.1% | +32.2% | +2.4% |
| 6M | -5.7% | +8.1% | -13.8% | -12.6% |
| YTD | +1.9% | +67.8% | -65.9% | -14.6% |
| 1Y | -12.3% | +267.3% | -279.6% | -38.5% |
| 3Y | +50.8% | +191.2% | -140.4% | +2.0% |
| 5Y | +157.3% | +48.1% | +109.2% | +81.5% |
| 10Y | +566.5% | +1,546.1% | -979.6% | +158.0% |
| All | +13,017.1% | +11,731.3% | +1,285.8% | +2,918.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling