-49.4%
VG vs PHM
+13.9%
-63.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +0.5% |
| 7D | -7.7% | +2.9% | -10.6% | -6.6% |
| 30D | -8.8% | +16.5% | -25.3% | -4.1% |
| 3M | -15.6% | +0.6% | -16.3% | -14.5% |
| 6M | +5.2% | +11.6% | -6.4% | +9.2% |
| YTD | +76.9% | +12.1% | +64.8% | +80.9% |
| 1Y | +42.5% | +9.6% | +32.9% | +45.9% |
| All | -49.4% | +13.9% | -63.2% | -53.2% |
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 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