+65.6%
PHM vs VLTO
+69.5%
-3.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.2% |
| 7D | +6.2% | +5.4% | +0.8% | +3.2% |
| 30D | +17.9% | +22.3% | -4.4% | +5.5% |
| 3M | +2.5% | +19.6% | -17.1% | -7.1% |
| 6M | +10.8% | +35.2% | -24.4% | -6.1% |
| YTD | +13.7% | +17.9% | -4.1% | +3.3% |
| 1Y | +12.4% | +19.5% | -7.2% | +1.1% |
| 3Y | +65.6% | +73.9% | -8.3% | +37.3% |
| All | +65.6% | +69.5% | -3.8% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling