-14.0%
PHM vs VTEB
+0.4%
-14.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | 0.0% |
| 7D | -5.0% | -0.9% | -4.1% | -0.9% |
| 30D | -8.4% | -2.5% | -5.9% | +3.1% |
| 3M | -4.4% | -3.0% | -1.5% | +10.1% |
| 6M | -3.7% | -2.1% | -1.6% | +7.8% |
| YTD | +1.3% | -1.5% | +2.8% | +14.1% |
| 1Y | -14.0% | +0.2% | -14.2% | -0.6% |
| All | -14.0% | +0.4% | -14.4% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling