+305.6%
PHM vs VIG
+617.8%
-312.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -2.3% |
| 7D | -2.5% | -0.4% | -2.1% | -1.8% |
| 30D | -9.7% | -2.1% | -7.6% | -6.5% |
| 3M | +2.2% | +3.3% | -1.1% | -2.7% |
| 6M | -5.7% | +9.3% | -15.0% | -17.6% |
| YTD | +2.8% | +10.1% | -7.3% | -11.2% |
| 1Y | -14.4% | +14.7% | -29.1% | -30.7% |
| 3Y | +52.2% | +56.9% | -4.7% | -25.5% |
| 5Y | +154.3% | +62.9% | +91.3% | +19.1% |
| 10Y | +545.9% | +241.3% | +304.5% | -15.5% |
| All | +305.6% | +617.8% | -312.2% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling