+59.4%
VEA vs PH
+243.6%
-184.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | -2.1% | -3.1% | +1.1% | -1.0% |
| 30D | -1.1% | -11.8% | +10.7% | +3.4% |
| 3M | +5.1% | +6.9% | -1.9% | +2.2% |
| 6M | +9.8% | -1.3% | +11.0% | +9.6% |
| YTD | +15.9% | +7.0% | +9.0% | +12.3% |
| 1Y | +24.6% | +23.1% | +1.4% | +14.3% |
| 3Y | +75.5% | +135.4% | -59.8% | +20.9% |
| 5Y | +59.4% | +250.3% | -191.0% | -10.4% |
| All | +59.4% | +243.6% | -184.2% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling