+602.3%
PHM vs VO
+827.2%
-224.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.4% |
| 7D | -3.2% | -0.3% | -2.9% | -2.8% |
| 30D | -6.4% | -0.3% | -6.1% | -6.0% |
| 3M | +5.5% | +2.9% | +2.5% | +1.4% |
| 6M | -5.4% | +9.3% | -14.8% | -16.1% |
| YTD | +6.6% | +14.2% | -7.6% | -11.0% |
| 1Y | -8.8% | +15.3% | -24.1% | -24.8% |
| 3Y | +54.1% | +56.2% | -2.1% | -16.7% |
| 5Y | +144.5% | +42.4% | +102.0% | +50.7% |
| 10Y | +569.4% | +194.7% | +374.7% | +43.8% |
| All | +602.3% | +827.2% | -224.9% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling