+49.0%
PHM vs VSAT
+199.8%
-150.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +6.0% | -0.4% |
| 7D | -3.9% | +3.5% | -7.3% | -4.1% |
| 30D | -8.6% | -14.7% | +6.1% | -7.5% |
| 3M | -2.9% | +13.2% | -16.1% | -4.6% |
| 6M | -5.7% | +57.4% | -63.1% | -10.1% |
| YTD | +1.9% | +110.0% | -108.1% | -5.4% |
| 1Y | -12.3% | +134.4% | -146.7% | -19.6% |
| All | +49.0% | +199.8% | -150.8% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling