+361.2%
PHM vs VYM
+487.3%
-126.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.2% |
| 7D | -3.9% | -1.0% | -2.9% | -2.4% |
| 30D | -8.6% | -2.0% | -6.5% | -5.6% |
| 3M | -2.9% | +3.1% | -6.0% | -7.0% |
| 6M | -5.7% | +8.9% | -14.6% | -16.6% |
| YTD | +1.9% | +14.7% | -12.9% | -16.6% |
| 1Y | -12.3% | +19.4% | -31.7% | -32.4% |
| 3Y | +50.8% | +65.4% | -14.6% | -29.0% |
| 5Y | +157.3% | +77.6% | +79.7% | +9.6% |
| 10Y | +566.5% | +207.8% | +358.8% | +12.3% |
| All | +361.2% | +487.3% | -126.1% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling