+557.2%
PHM vs VIG
+250.0%
+307.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.6% |
| 7D | -5.0% | -1.1% | -3.9% | -3.6% |
| 30D | -8.4% | -2.7% | -5.7% | -4.9% |
| 3M | -4.4% | +2.5% | -7.0% | -7.4% |
| 6M | -3.7% | +9.2% | -13.0% | -13.8% |
| YTD | +1.3% | +9.8% | -8.6% | -9.9% |
| 1Y | -14.0% | +12.4% | -26.4% | -25.7% |
| 3Y | +48.1% | +55.9% | -7.8% | -16.4% |
| 5Y | +158.8% | +63.9% | +94.8% | +39.9% |
| All | +557.2% | +250.0% | +307.2% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling