+157.3%
PHM vs VIG
+62.2%
+95.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.2% |
| 7D | -3.9% | -1.2% | -2.7% | -2.2% |
| 30D | -8.6% | -2.8% | -5.7% | -4.6% |
| 3M | -2.9% | +2.5% | -5.4% | -6.0% |
| 6M | -5.7% | +8.1% | -13.8% | -15.0% |
| YTD | +1.9% | +9.6% | -7.7% | -9.9% |
| 1Y | -12.3% | +14.2% | -26.5% | -26.7% |
| 3Y | +50.8% | +56.1% | -5.3% | -19.8% |
| 5Y | +157.3% | +62.8% | +94.5% | +34.2% |
| All | +157.3% | +62.2% | +95.1% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling