+543.1%
VEEV vs PHM
+568.1%
-25.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.1% |
| 7D | -4.6% | -5.0% | +0.4% | -3.2% |
| 30D | +8.6% | -8.4% | +17.1% | +11.2% |
| 3M | +62.4% | -4.4% | +66.9% | +63.9% |
| 6M | +40.3% | -3.7% | +44.0% | +40.4% |
| YTD | +17.5% | +1.3% | +16.3% | +15.4% |
| 1Y | -6.1% | -14.0% | +7.9% | -3.6% |
| 3Y | +16.7% | +48.1% | -31.4% | -1.5% |
| 5Y | -13.3% | +158.8% | -172.1% | -39.4% |
| All | +543.1% | +568.1% | -25.0% | +223.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling