-48.9%
PHR vs VT
+139.3%
-188.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -3.9% |
| 7D | -2.8% | -0.7% | -2.1% | -2.1% |
| 30D | +18.4% | -1.7% | +20.1% | +20.9% |
| 3M | +4.4% | -2.3% | +6.7% | +7.3% |
| 6M | +33.9% | +1.5% | +32.3% | +29.8% |
| YTD | -24.3% | +12.0% | -36.3% | -37.1% |
| 1Y | -43.7% | +12.9% | -56.6% | -53.6% |
| 3Y | -14.3% | +74.9% | -89.3% | -60.7% |
| 5Y | -82.6% | +59.9% | -142.6% | -90.7% |
| All | -48.9% | +139.3% | -188.2% | -79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling