+18.6%
PHVS vs VT
+75.6%
-57.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | +2.6% | -2.3% | +4.9% | +4.1% |
| 30D | +8.6% | -5.0% | +13.5% | +12.0% |
| 3M | -0.2% | -4.9% | +4.7% | +2.9% |
| 6M | +14.2% | -1.5% | +15.8% | +15.1% |
| YTD | +23.9% | +8.5% | +15.4% | +17.9% |
| 1Y | +57.8% | +11.4% | +46.4% | +48.0% |
| 3Y | +102.7% | +70.1% | +32.6% | +51.9% |
| 5Y | +128.0% | +53.7% | +74.2% | +81.7% |
| All | +18.6% | +75.6% | -57.0% | -12.4% |
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