+158.3%
VEA vs PH
+804.8%
-646.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.6% |
| 7D | -2.1% | -3.1% | +1.1% | -0.9% |
| 30D | -1.1% | -11.8% | +10.7% | +3.6% |
| 3M | +5.1% | +6.9% | -1.9% | +2.1% |
| 6M | +9.8% | -1.3% | +11.0% | +9.6% |
| YTD | +15.9% | +7.0% | +9.0% | +12.2% |
| 1Y | +24.6% | +23.1% | +1.4% | +13.9% |
| 3Y | +75.5% | +135.4% | -59.8% | +21.3% |
| 5Y | +59.4% | +250.3% | -191.0% | -8.0% |
| All | +158.3% | +804.8% | -646.5% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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