+172.5%
VEA vs PHM
+610.5%
-437.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.5% |
| 7D | +1.9% | -2.5% | +4.3% | +2.5% |
| 30D | +0.8% | -9.7% | +10.4% | +3.3% |
| 3M | +5.7% | +2.2% | +3.5% | +4.7% |
| 6M | +13.3% | -5.7% | +19.0% | +14.3% |
| YTD | +18.4% | +2.8% | +15.6% | +16.6% |
| 1Y | +27.0% | -14.4% | +41.4% | +30.5% |
| 3Y | +79.3% | +52.2% | +27.1% | +55.9% |
| 5Y | +62.1% | +154.3% | -92.1% | +20.8% |
| 10Y | +160.3% | +545.9% | -385.6% | +43.7% |
| All | +172.5% | +610.5% | -437.9% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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