+601.8%
VEEV vs PHM
+784.1%
-182.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -7.1% | -3.9% | -3.2% | -6.0% |
| 30D | +11.1% | -8.6% | +19.7% | +13.9% |
| 3M | +55.5% | -2.9% | +58.5% | +56.2% |
| 6M | +33.4% | -5.7% | +39.1% | +34.4% |
| YTD | +16.8% | +1.9% | +15.0% | +14.4% |
| 1Y | -7.7% | -12.3% | +4.6% | -5.8% |
| 3Y | +18.4% | +50.8% | -32.4% | -1.3% |
| 5Y | -14.8% | +157.3% | -172.1% | -41.3% |
| 10Y | +546.5% | +566.5% | -20.0% | +202.8% |
| All | +601.8% | +784.1% | -182.2% | +173.2% |
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