-5.7%
PHM vs VYM
+10.1%
-15.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | +0.1% |
| 7D | -3.9% | -1.0% | -2.9% | -1.8% |
| 30D | -8.6% | -2.0% | -6.5% | -4.5% |
| 3M | -2.9% | +3.1% | -6.0% | -8.7% |
| 6M | -5.7% | +8.9% | -14.6% | -22.0% |
| All | -5.7% | +10.1% | -15.8% | -22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling