+276.0%
PHO vs VT
+374.2%
-98.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.9% | +0.4% | -2.3% | -2.3% |
| 30D | -3.3% | +1.0% | -4.2% | -4.2% |
| 3M | +6.2% | +2.4% | +3.8% | +3.4% |
| 6M | -1.8% | +12.0% | -13.8% | -12.9% |
| YTD | +0.5% | +15.3% | -14.8% | -13.5% |
| 1Y | -3.1% | +22.6% | -25.7% | -21.7% |
| 3Y | +25.1% | +74.7% | -49.5% | -29.6% |
| 5Y | +21.8% | +66.1% | -44.3% | -28.0% |
| 10Y | +200.2% | +225.0% | -24.8% | -10.9% |
| All | +276.0% | +374.2% | -98.2% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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