+1,393.9%
PHM vs VT
+355.4%
+1,038.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.3% |
| 7D | +2.9% | -0.1% | +3.1% | +3.0% |
| 30D | +16.5% | -3.1% | +19.5% | +20.8% |
| 3M | +0.6% | -3.5% | +4.1% | +5.0% |
| 6M | +11.6% | +0.5% | +11.1% | +10.3% |
| YTD | +12.1% | +10.8% | +1.3% | -2.3% |
| 1Y | +9.6% | +11.9% | -2.3% | -5.7% |
| 3Y | +62.3% | +73.0% | -10.7% | -20.8% |
| 5Y | +170.4% | +58.6% | +111.8% | +50.1% |
| 10Y | +683.0% | +219.2% | +463.8% | +78.5% |
| All | +1,393.9% | +355.4% | +1,038.4% | +270.1% |
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