+557.2%
PHM vs VTEB
+17.9%
+539.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +0.8% |
| 7D | -5.0% | -0.9% | -4.1% | -3.0% |
| 30D | -8.4% | -2.5% | -5.9% | -3.2% |
| 3M | -4.4% | -3.0% | -1.5% | +2.2% |
| 6M | -3.7% | -2.1% | -1.6% | +1.3% |
| YTD | +1.3% | -1.5% | +2.8% | +5.2% |
| 1Y | -14.0% | +0.2% | -14.2% | -13.8% |
| 3Y | +48.1% | +8.6% | +39.6% | +27.8% |
| 5Y | +158.8% | +1.2% | +157.6% | +153.4% |
| All | +557.2% | +17.9% | +539.3% | +513.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 10y: compounded portfolio wealth divided by compounded VTEB 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…
10y analysis · Full analysis span regression · 6 months rolling