-46.6%
VG vs PHM
+12.9%
-59.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.2% |
| 7D | +5.5% | -4.8% | +10.3% | +3.9% |
| 30D | -3.6% | +16.5% | -20.1% | +1.4% |
| 3M | -4.0% | -2.0% | -2.0% | -3.4% |
| 6M | +9.4% | +12.7% | -3.3% | +13.3% |
| YTD | +86.6% | +11.2% | +75.5% | +90.3% |
| 1Y | +69.5% | +7.7% | +61.8% | +73.5% |
| All | -46.6% | +12.9% | -59.5% | -50.7% |
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