-79.0%
VFC vs PHM
+152.6%
-231.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.6% |
| 7D | -2.3% | -3.9% | +1.5% | +0.1% |
| 30D | -13.4% | -8.6% | -4.8% | -8.5% |
| 3M | -23.7% | -2.9% | -20.8% | -22.3% |
| 6M | -24.5% | -5.7% | -18.8% | -21.9% |
| YTD | -27.8% | +1.9% | -29.7% | -29.3% |
| 1Y | -13.5% | -12.3% | -1.1% | -7.0% |
| 3Y | -27.1% | +50.8% | -77.9% | -44.0% |
| 5Y | -79.0% | +157.3% | -236.3% | -88.8% |
| All | -79.0% | +152.6% | -231.6% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling