+10.8%
PHM vs VLTO
+32.8%
-22.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.3% |
| 7D | +6.2% | +5.4% | +0.8% | +2.9% |
| 30D | +17.9% | +22.3% | -4.4% | +4.1% |
| 3M | +2.5% | +19.6% | -17.1% | -8.3% |
| 6M | +10.8% | +35.2% | -24.4% | -8.2% |
| All | +10.8% | +32.8% | -22.0% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling