+79.6%
PHM vs VLTO
+56.4%
+23.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.2% |
| 7D | -4.1% | +1.0% | -5.1% | -4.6% |
| 30D | +16.1% | +17.5% | -1.3% | +6.9% |
| 3M | -2.5% | +21.4% | -23.9% | -11.8% |
| 6M | +12.9% | +38.1% | -25.2% | -4.3% |
| YTD | +9.0% | +19.0% | -10.0% | -0.9% |
| 1Y | +8.2% | +20.7% | -12.5% | -2.5% |
| 3Y | +58.4% | +64.3% | -5.8% | +31.4% |
| All | +79.6% | +56.4% | +23.3% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling