+300.1%
PHO vs VT
+346.0%
-45.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | +1.7% | -2.3% | +4.0% | +4.0% |
| 30D | +10.5% | -5.0% | +15.5% | +16.1% |
| 3M | +3.2% | -4.9% | +8.0% | +8.2% |
| 6M | +9.2% | -1.5% | +10.7% | +10.2% |
| YTD | +7.0% | +8.5% | -1.5% | -2.3% |
| 1Y | +5.3% | +11.4% | -6.1% | -6.4% |
| 3Y | +44.5% | +70.1% | -25.6% | -16.8% |
| 5Y | +31.4% | +53.7% | -22.4% | -16.2% |
| 10Y | +243.6% | +220.0% | +23.7% | +3.3% |
| All | +300.1% | +346.0% | -45.9% | -14.7% |
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