+173.7%
VEA vs PH
+1,844.2%
-1,670.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.0% | -3.1% | +4.0% | +2.4% |
| 30D | +1.9% | -3.2% | +5.2% | +3.2% |
| 3M | +3.2% | +10.6% | -7.4% | -2.0% |
| 6M | +10.2% | -2.1% | +12.4% | +10.4% |
| YTD | +18.9% | +10.2% | +8.7% | +12.5% |
| 1Y | +29.3% | +28.2% | +1.1% | +13.4% |
| 3Y | +76.8% | +134.9% | -58.1% | +11.8% |
| 5Y | +61.2% | +253.6% | -192.4% | -18.8% |
| 10Y | +163.3% | +804.7% | -641.4% | -27.3% |
| All | +173.7% | +1,844.2% | -1,670.5% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling