+663.5%
PHM vs VO
+197.6%
+465.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.1% | +3.1% | -7.2% | -7.7% |
| 30D | +16.1% | +2.2% | +14.0% | +13.0% |
| 3M | -2.5% | -2.5% | 0.0% | +0.6% |
| 6M | +12.9% | +7.0% | +6.0% | +4.1% |
| YTD | +9.0% | +14.0% | -5.0% | -6.8% |
| 1Y | +8.2% | +15.6% | -7.5% | -9.0% |
| 3Y | +58.4% | +66.2% | -7.7% | -14.1% |
| 5Y | +159.2% | +36.6% | +122.6% | +80.9% |
| All | +663.5% | +197.6% | +465.9% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling