+1,445.9%
PHM vs VT
+345.0%
+1,101.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +4.6% |
| 7D | +8.7% | -4.2% | +12.8% | +14.5% |
| 30D | +16.4% | -5.8% | +22.2% | +25.2% |
| 3M | +1.8% | -5.2% | +7.1% | +8.8% |
| 6M | +15.1% | +0.1% | +14.9% | +14.2% |
| YTD | +16.0% | +8.2% | +7.8% | +4.1% |
| 1Y | +14.1% | +10.1% | +4.0% | +0.2% |
| 3Y | +65.9% | +69.7% | -3.8% | -17.0% |
| 5Y | +180.9% | +53.4% | +127.5% | +62.8% |
| 10Y | +730.3% | +219.2% | +511.0% | +89.1% |
| All | +1,445.9% | +345.0% | +1,101.0% | +294.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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