+330.0%
PHM vs VIG
+655.8%
-325.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.1% | +3.5% | -7.6% | -9.3% |
| 30D | +16.1% | +4.9% | +11.2% | +7.6% |
| 3M | -2.5% | +2.5% | -5.0% | -6.2% |
| 6M | +12.9% | +11.0% | +1.9% | -4.1% |
| YTD | +9.0% | +16.0% | -7.0% | -13.3% |
| 1Y | +8.2% | +17.5% | -9.4% | -15.7% |
| 3Y | +58.4% | +67.0% | -8.6% | -29.9% |
| 5Y | +159.2% | +64.8% | +94.4% | +19.4% |
| 10Y | +676.9% | +263.6% | +413.3% | -8.3% |
| All | +330.0% | +655.8% | -325.8% | -81.6% |
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