+4,013.8%
PHM vs VSAT
+1,485.7%
+2,528.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.9% |
| 7D | -3.2% | +11.8% | -15.0% | -5.3% |
| 30D | -6.4% | -7.0% | +0.6% | -5.4% |
| 3M | +5.5% | +3.3% | +2.2% | +2.5% |
| 6M | -5.4% | +57.4% | -62.9% | -16.6% |
| YTD | +6.6% | +118.6% | -112.0% | -13.0% |
| 1Y | -8.8% | +150.2% | -159.1% | -28.8% |
| 3Y | +54.1% | +160.7% | -106.6% | +2.4% |
| 5Y | +144.5% | +51.2% | +93.3% | +69.8% |
| 10Y | +569.4% | -0.7% | +570.1% | +384.8% |
| All | +4,013.8% | +1,485.7% | +2,528.1% | +1,705.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling