+156.9%
PHM vs VYM
+77.5%
+79.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.7% |
| 7D | -5.0% | -0.8% | -4.2% | -3.9% |
| 30D | -8.4% | -2.2% | -6.2% | -5.4% |
| 3M | -4.4% | +3.1% | -7.5% | -8.2% |
| 6M | -3.7% | +9.7% | -13.5% | -14.7% |
| YTD | +1.3% | +14.9% | -13.6% | -15.5% |
| 1Y | -14.0% | +17.6% | -31.6% | -30.4% |
| 3Y | +48.1% | +65.3% | -17.2% | -24.6% |
| All | +156.9% | +77.5% | +79.4% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling