-48.6%
PHR vs VT
+137.7%
-186.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | -1.1% |
| 7D | +3.7% | +0.4% | +3.3% | +3.2% |
| 30D | +19.3% | -2.6% | +21.9% | +23.4% |
| 3M | +3.1% | -3.2% | +6.4% | +7.4% |
| 6M | +26.8% | +0.9% | +25.9% | +23.9% |
| YTD | -23.8% | +11.3% | -35.1% | -36.0% |
| 1Y | -41.4% | +14.0% | -55.4% | -52.4% |
| 3Y | -11.5% | +75.8% | -87.4% | -59.7% |
| 5Y | -82.6% | +57.8% | -140.5% | -90.5% |
| All | -48.6% | +137.7% | -186.3% | -79.5% |
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 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