-49.3%
PHR vs VT
+131.2%
-180.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | +1.7% |
| 7D | +1.4% | -4.2% | +5.6% | +7.2% |
| 30D | +24.0% | -5.8% | +29.8% | +33.8% |
| 3M | +10.6% | -5.2% | +15.9% | +18.5% |
| 6M | +31.7% | +0.1% | +31.6% | +29.8% |
| YTD | -24.9% | +8.2% | -33.1% | -34.7% |
| 1Y | -43.9% | +10.1% | -54.1% | -52.3% |
| 3Y | -22.3% | +69.7% | -91.9% | -62.9% |
| 5Y | -82.8% | +53.4% | -136.2% | -90.2% |
| All | -49.3% | +131.2% | -180.5% | -79.1% |
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