+662.9%
PHM vs VSAT
-11.9%
+674.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.2% | -1.2% |
| 7D | -6.1% | +20.0% | -26.1% | -9.1% |
| 30D | +13.7% | +6.5% | +7.2% | +11.3% |
| 3M | -1.5% | -18.3% | +16.8% | +0.3% |
| 6M | +11.3% | +0.4% | +10.9% | +7.1% |
| YTD | +8.9% | +106.7% | -97.8% | -9.9% |
| 1Y | +6.1% | +89.9% | -83.8% | -11.4% |
| 3Y | +57.7% | +276.3% | -218.7% | -1.6% |
| 5Y | +159.0% | +32.9% | +126.0% | +99.6% |
| All | +662.9% | -11.9% | +674.7% | +425.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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