+154.7%
PHM vs VSXY
+15.5%
+139.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.6% |
| 7D | -6.4% | -0.3% | -6.0% | -6.3% |
| 30D | -12.1% | -22.1% | +10.0% | -8.6% |
| 3M | -1.5% | -1.1% | -0.4% | -1.9% |
| 6M | -6.0% | +53.8% | -59.8% | -15.3% |
| YTD | -0.3% | +35.5% | -35.8% | -8.7% |
| 1Y | -13.3% | +186.0% | -199.4% | -32.0% |
| 3Y | +47.6% | +343.2% | -295.6% | -5.0% |
| 5Y | +154.7% | +19.0% | +135.7% | +113.6% |
| All | +154.7% | +15.5% | +139.2% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling