+668.5%
PHM vs VO
+822.3%
-153.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.2% | -1.2% |
| 7D | +3.5% | -0.1% | +3.6% | +3.6% |
| 30D | +21.2% | +0.5% | +20.7% | +20.2% |
| 3M | +2.5% | -1.0% | +3.5% | +3.9% |
| 6M | +16.1% | +6.4% | +9.7% | +6.6% |
| YTD | +16.6% | +13.6% | +3.0% | -2.0% |
| 1Y | +14.4% | +14.5% | 0.0% | -4.7% |
| 3Y | +71.9% | +67.2% | +4.7% | -15.9% |
| 5Y | +174.3% | +36.1% | +138.3% | +80.4% |
| 10Y | +744.0% | +199.3% | +544.7% | +77.0% |
| All | +668.5% | +822.3% | -153.9% | -57.1% |
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