+138.3%
PHM vs VSXY
+42.7%
+95.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.4% | -4.1% |
| 7D | -2.5% | -6.8% | +4.3% | -1.6% |
| 30D | -9.7% | -20.4% | +10.7% | -6.6% |
| 3M | +2.2% | +2.9% | -0.7% | +1.2% |
| 6M | -5.7% | +67.9% | -73.6% | -15.8% |
| YTD | +2.8% | +44.9% | -42.0% | -6.3% |
| 1Y | -14.4% | +205.9% | -220.3% | -32.5% |
| 3Y | +52.2% | +373.9% | -321.6% | +0.8% |
| 5Y | +154.3% | +23.5% | +130.8% | +108.9% |
| All | +138.3% | +42.7% | +95.6% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling